+94.1%
VICI vs WST
+257.8%
-163.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.3% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -4.8% | -2.0% | -2.8% | -4.5% |
| 3M | -11.5% | +4.1% | -15.6% | -12.2% |
| 6M | -12.8% | +47.4% | -60.2% | -18.5% |
| YTD | -9.1% | +25.4% | -34.5% | -13.0% |
| 1Y | -20.5% | +35.3% | -55.9% | -25.2% |
| 3Y | -5.8% | -11.7% | +5.9% | -7.9% |
| 5Y | +9.1% | -24.0% | +33.1% | +9.1% |
| All | +94.1% | +257.8% | -163.7% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling