+60.6%
VNQ vs WST
+341.6%
-281.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.3% |
| 7D | -2.6% | +0.4% | -3.1% | -2.7% |
| 30D | -2.3% | -2.0% | -0.3% | -2.0% |
| 3M | -2.8% | +4.1% | -6.9% | -3.7% |
| 6M | +2.5% | +47.4% | -44.9% | -5.3% |
| YTD | +8.4% | +25.4% | -17.0% | +3.1% |
| 1Y | +6.8% | +35.3% | -28.5% | -0.4% |
| 3Y | +29.9% | -11.7% | +41.6% | +26.3% |
| 5Y | +7.2% | -24.0% | +31.2% | +5.1% |
| All | +60.6% | +341.6% | -281.0% | +1.3% |
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