+54.7%
VSAT vs WST
-25.8%
+80.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +17.3% | -0.3% | +17.6% | +17.4% |
| 30D | -3.3% | -4.6% | +1.3% | -2.5% |
| 3M | +18.7% | +5.7% | +13.0% | +17.6% |
| 6M | +77.6% | +37.6% | +40.0% | +68.0% |
| YTD | +125.6% | +23.0% | +102.6% | +117.0% |
| 1Y | +158.3% | +33.8% | +124.5% | +145.4% |
| 3Y | +226.1% | -13.4% | +239.5% | +221.7% |
| 5Y | +54.7% | -27.0% | +81.6% | +30.6% |
| All | +54.7% | -25.8% | +80.4% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling