-18.5%
VSAT vs WST
+448.5%
-467.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.8% | +7.3% |
| 7D | -17.0% | -3.1% | -13.9% | -16.3% |
| 30D | -9.8% | +9.1% | -18.9% | -11.3% |
| 3M | -22.0% | +14.7% | -36.7% | -24.2% |
| 6M | -5.0% | +28.0% | -33.0% | -10.0% |
| YTD | +85.6% | +45.6% | +39.9% | +70.4% |
| 1Y | +80.2% | +45.7% | +34.5% | +65.4% |
| 3Y | +250.0% | +21.1% | +228.9% | +211.0% |
| 5Y | -4.6% | +0.3% | -4.9% | -14.6% |
| All | -18.5% | +448.5% | -467.0% | -59.9% |
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