+101.6%
VGT vs WST
+23.5%
+78.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | -13.6% | +12.7% | -26.4% | -14.5% |
| 3M | -8.0% | +17.2% | -25.1% | -9.3% |
| 6M | -1.5% | +26.7% | -28.1% | -3.6% |
| YTD | +17.7% | +50.3% | -32.6% | +13.0% |
| 1Y | +13.8% | +50.2% | -36.4% | +9.2% |
| 3Y | +101.6% | +21.7% | +79.9% | +84.0% |
| All | +101.6% | +23.5% | +78.1% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling