+244.3%
VIK vs WST
+17.7%
+226.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +2.7% | +4.2% | -1.5% | +2.2% |
| 30D | +8.8% | +11.2% | -2.4% | +7.4% |
| 3M | -15.3% | +20.4% | -35.7% | -17.4% |
| 6M | +9.4% | +37.9% | -28.5% | +4.7% |
| YTD | +25.9% | +51.8% | -25.9% | +18.2% |
| 1Y | +51.0% | +56.6% | -5.6% | +41.4% |
| All | +244.3% | +17.7% | +226.6% | +225.8% |
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 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