+100.1%
VICI vs WST
+333.1%
-233.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +0.9% | +4.2% | -3.3% | +0.2% |
| 30D | +9.0% | +11.2% | -2.2% | +7.1% |
| 3M | -3.2% | +20.4% | -23.6% | -6.2% |
| 6M | -8.1% | +37.9% | -46.0% | -13.0% |
| YTD | -6.3% | +51.8% | -58.1% | -13.1% |
| 1Y | -12.1% | +56.6% | -68.7% | -19.0% |
| 3Y | +6.4% | +24.2% | -17.8% | -3.1% |
| 5Y | +14.9% | +0.7% | +14.2% | +8.6% |
| All | +100.1% | +333.1% | -233.0% | +20.0% |
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