+120.4%
VSH vs WST
+449.7%
-329.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | +26.2% | +4.9% | +21.3% | +24.6% |
| 30D | -12.5% | +10.7% | -23.2% | -14.8% |
| 3M | -16.9% | +16.8% | -33.7% | -20.5% |
| 6M | -17.0% | +32.0% | -48.9% | -23.5% |
| YTD | +93.8% | +49.9% | +43.9% | +71.1% |
| 1Y | +99.3% | +50.6% | +48.7% | +75.8% |
| 3Y | +35.0% | +21.4% | +13.6% | +16.7% |
| 5Y | +45.8% | -0.6% | +46.4% | +31.9% |
| All | +120.4% | +449.7% | -329.3% | -10.9% |
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