+619.5%
VRT vs WST
-15.6%
+635.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | +9.1% | +0.7% | +8.4% | +9.0% |
| 30D | +0.9% | -3.1% | +4.1% | +1.5% |
| 3M | -13.4% | +7.2% | -20.6% | -14.6% |
| 6M | +11.7% | +36.8% | -25.1% | +5.1% |
| YTD | +73.2% | +23.8% | +49.4% | +65.3% |
| 1Y | +123.4% | +37.8% | +85.7% | +109.5% |
| All | +619.5% | -15.6% | +635.2% | +668.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling