+134.7%
VGT vs WST
-25.8%
+160.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -0.3% | -4.6% | +4.3% | +0.6% |
| 3M | +3.4% | +5.7% | -2.3% | +2.0% |
| 6M | +35.0% | +37.6% | -2.6% | +25.4% |
| YTD | +28.8% | +23.0% | +5.7% | +22.3% |
| 1Y | +38.0% | +33.8% | +4.1% | +28.1% |
| 3Y | +125.8% | -13.4% | +139.1% | +121.9% |
| 5Y | +134.7% | -27.0% | +161.7% | +138.8% |
| All | +134.7% | -25.8% | +160.5% | +138.8% |
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