+2,122.6%
VGT vs WST
+5,673.1%
-3,550.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | -10.1% | +12.4% | -22.5% | -13.5% |
| 3M | -5.3% | +17.6% | -22.8% | -10.4% |
| 6M | +0.2% | +28.3% | -28.0% | -8.3% |
| YTD | +21.1% | +50.5% | -29.4% | +3.9% |
| 1Y | +18.2% | +49.4% | -31.2% | +1.4% |
| 3Y | +107.4% | +21.9% | +85.5% | +72.2% |
| 5Y | +111.5% | +0.4% | +111.2% | +84.4% |
| 10Y | +735.5% | +451.5% | +284.0% | +253.2% |
| All | +2,122.6% | +5,673.1% | -3,550.6% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling