+2,723.0%
VRT vs WST
+214.2%
+2,508.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.6% |
| 7D | +9.1% | +0.7% | +8.4% | +8.9% |
| 30D | +0.9% | -3.1% | +4.1% | +1.9% |
| 3M | -13.4% | +7.2% | -20.6% | -15.4% |
| 6M | +11.7% | +36.8% | -25.1% | +1.0% |
| YTD | +73.2% | +23.8% | +49.4% | +60.8% |
| 1Y | +123.4% | +37.8% | +85.7% | +100.3% |
| 3Y | +606.2% | -15.9% | +622.1% | +594.5% |
| 5Y | +899.9% | -25.8% | +925.7% | +871.1% |
| All | +2,723.0% | +214.2% | +2,508.8% | +2,039.3% |
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