+728.4%
VGT vs WST
+456.5%
+271.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +2.5% | +4.2% | -1.8% | +1.2% |
| 30D | -9.5% | +11.2% | -20.7% | -12.2% |
| 3M | -9.5% | +20.4% | -29.9% | -14.3% |
| 6M | -1.8% | +37.9% | -39.7% | -10.9% |
| YTD | +18.4% | +51.8% | -33.4% | +3.6% |
| 1Y | +18.7% | +56.6% | -37.9% | +2.7% |
| 3Y | +103.8% | +24.2% | +79.6% | +72.2% |
| 5Y | +104.4% | +0.7% | +103.7% | +83.8% |
| All | +728.4% | +456.5% | +271.8% | +249.5% |
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