+789.2%
VGT vs WST
+341.6%
+447.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | -1.0% | +0.4% | -1.5% | -1.2% |
| 30D | -0.4% | -2.0% | +1.6% | +0.1% |
| 3M | +6.6% | +4.1% | +2.5% | +5.1% |
| 6M | +31.0% | +47.4% | -16.4% | +16.0% |
| YTD | +27.2% | +25.4% | +1.8% | +17.8% |
| 1Y | +34.5% | +35.3% | -0.8% | +20.8% |
| 3Y | +123.1% | -11.7% | +134.8% | +112.9% |
| 5Y | +135.1% | -24.0% | +159.1% | +132.1% |
| All | +789.2% | +341.6% | +447.6% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling