+3.5%
VSAT vs WST
+321.8%
-318.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | +17.3% | -0.3% | +17.6% | +17.4% |
| 30D | -3.3% | -4.6% | +1.3% | -2.3% |
| 3M | +18.7% | +5.7% | +13.0% | +17.3% |
| 6M | +77.6% | +37.6% | +40.0% | +65.3% |
| YTD | +125.6% | +23.0% | +102.6% | +114.8% |
| 1Y | +158.3% | +33.8% | +124.5% | +141.6% |
| 3Y | +226.1% | -13.4% | +239.5% | +217.4% |
| 5Y | +54.7% | -27.0% | +81.6% | +49.8% |
| 10Y | +3.5% | +324.5% | -321.0% | -45.6% |
| All | +3.5% | +321.8% | -318.3% | -45.6% |
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