+3,510.0%
VMC vs WST
+15,004.7%
-11,494.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.3% | +1.1% | -5.4% | -4.6% |
| 30D | +16.2% | +12.4% | +3.8% | +12.4% |
| 3M | -0.8% | +17.6% | -18.4% | -5.5% |
| 6M | +1.2% | +28.3% | -27.1% | -6.3% |
| YTD | +0.5% | +50.5% | -50.0% | -11.8% |
| 1Y | -2.9% | +49.4% | -52.3% | -14.7% |
| 3Y | +37.3% | +21.9% | +15.5% | +17.9% |
| 5Y | +48.8% | +0.4% | +48.4% | +32.2% |
| 10Y | +131.4% | +451.5% | -320.1% | +6.2% |
| All | +3,510.0% | +15,004.7% | -11,494.6% | +640.3% |
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 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