+307.7%
VOO vs WST
+446.4%
-138.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +1.4% | -1.9% | -0.9% |
| 30D | -3.6% | +12.7% | -16.4% | -6.1% |
| 3M | -2.7% | +17.2% | -19.9% | -6.1% |
| 6M | +2.2% | +26.7% | -24.4% | -3.3% |
| YTD | +10.9% | +50.3% | -39.4% | +0.4% |
| 1Y | +11.3% | +50.2% | -38.9% | +0.7% |
| 3Y | +76.9% | +21.7% | +55.2% | +57.0% |
| 5Y | +73.5% | +2.0% | +71.5% | +58.7% |
| 10Y | +307.7% | +451.1% | -143.4% | +109.1% |
| All | +307.7% | +446.4% | -138.7% | +109.1% |
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