+1,978.7%
VRT vs WST
+281.6%
+1,697.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.3% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | -13.7% | +12.3% | -26.0% | -16.4% |
| 3M | -26.7% | +17.5% | -44.2% | -30.1% |
| 6M | -43.8% | +28.2% | -72.0% | -48.0% |
| YTD | +27.6% | +50.4% | -22.8% | +11.9% |
| 1Y | +15.5% | +49.3% | -33.8% | +1.4% |
| 3Y | +395.6% | +21.8% | +373.8% | +327.0% |
| 5Y | +677.3% | +0.3% | +677.0% | +598.3% |
| All | +1,978.7% | +281.6% | +1,697.1% | +1,388.7% |
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