+106.7%
VGT vs WST
+1.6%
+105.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.3% |
| 30D | -13.6% | +12.7% | -26.4% | -15.7% |
| 3M | -8.0% | +17.2% | -25.1% | -11.0% |
| 6M | -1.5% | +26.7% | -28.1% | -6.4% |
| YTD | +17.7% | +50.3% | -32.6% | +7.3% |
| 1Y | +13.8% | +50.2% | -36.4% | +3.6% |
| 3Y | +101.6% | +21.7% | +79.9% | +79.3% |
| 5Y | +106.7% | +2.0% | +104.7% | +92.7% |
| All | +106.7% | +1.6% | +105.1% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling