+392.5%
VNQ vs WST
+4,029.7%
-3,637.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | -2.9% | -3.1% | +0.2% | -1.9% |
| 3M | +0.8% | +7.2% | -6.4% | -1.9% |
| 6M | +2.5% | +36.8% | -34.3% | -9.0% |
| YTD | +10.6% | +23.8% | -13.2% | +1.2% |
| 1Y | +9.1% | +37.8% | -28.7% | -4.6% |
| 3Y | +31.0% | -15.9% | +46.9% | +24.3% |
| 5Y | +4.9% | -25.8% | +30.7% | +0.8% |
| 10Y | +59.5% | +319.6% | -260.1% | -38.5% |
| All | +392.5% | +4,029.7% | -3,637.2% | -32.6% |
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