+152.7%
VMC vs WST
+321.8%
-169.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | -9.1% | -4.6% | -4.5% | -8.3% |
| 3M | -4.1% | +5.7% | -9.8% | -5.2% |
| 6M | -5.5% | +37.6% | -43.1% | -11.4% |
| YTD | -8.9% | +23.0% | -32.0% | -12.9% |
| 1Y | -12.9% | +33.8% | -46.8% | -18.3% |
| 3Y | +22.1% | -13.4% | +35.5% | +19.6% |
| 5Y | +52.7% | -27.0% | +79.7% | +50.8% |
| 10Y | +152.7% | +324.5% | -171.8% | +56.3% |
| All | +152.7% | +321.8% | -169.1% | +56.3% |
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 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