+2,260.0%
VGT vs WST
+4,608.6%
-2,348.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | -1.7% | +3.1% | +2.0% |
| 30D | +0.5% | -4.3% | +4.8% | +2.0% |
| 3M | +5.3% | +0.7% | +4.5% | +4.7% |
| 6M | +32.4% | +36.0% | -3.6% | +18.0% |
| YTD | +28.6% | +22.7% | +5.8% | +18.3% |
| 1Y | +37.6% | +34.1% | +3.5% | +21.8% |
| 3Y | +125.5% | -13.6% | +139.1% | +112.2% |
| 5Y | +135.2% | -26.0% | +161.2% | +128.6% |
| 10Y | +812.9% | +335.8% | +477.1% | +317.5% |
| All | +2,260.0% | +4,608.6% | -2,348.6% | +368.2% |
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