+1,740.6%
VRT vs WST
+269.5%
+1,471.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.9% |
| 7D | -21.4% | -3.1% | -18.2% | -20.5% |
| 30D | -25.8% | +9.1% | -34.9% | -27.5% |
| 3M | -33.5% | +14.7% | -48.2% | -36.2% |
| 6M | -49.0% | +28.0% | -77.0% | -52.9% |
| YTD | +12.9% | +45.6% | -32.7% | 0.0% |
| 1Y | 0.0% | +45.7% | -45.6% | -11.5% |
| 3Y | +361.8% | +21.1% | +340.7% | +296.7% |
| 5Y | +565.1% | +0.3% | +564.8% | +498.6% |
| All | +1,740.6% | +269.5% | +1,471.1% | +1,230.1% |
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