-12.9%
VMC vs WST
+35.8%
-48.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.4% |
| 3M | -4.1% | +5.7% | -9.8% | -5.3% |
| 6M | -5.5% | +37.6% | -43.1% | -11.3% |
| YTD | -8.9% | +23.0% | -32.0% | -13.8% |
| 1Y | -12.9% | +33.8% | -46.8% | -18.4% |
| All | -12.9% | +35.8% | -48.7% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling