+138.2%
VSH vs WST
+452.9%
-314.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.7% |
| 7D | +12.8% | +1.1% | +11.7% | +12.7% |
| 30D | -9.0% | +12.4% | -21.4% | -11.8% |
| 3M | -12.2% | +17.6% | -29.8% | -16.1% |
| 6M | -15.9% | +28.3% | -44.2% | -21.9% |
| YTD | +103.2% | +50.5% | +52.7% | +79.2% |
| 1Y | +108.4% | +49.4% | +59.0% | +84.3% |
| 3Y | +41.6% | +21.9% | +19.7% | +22.3% |
| 5Y | +54.6% | +0.4% | +54.2% | +39.4% |
| 10Y | +138.2% | +451.5% | -313.3% | -2.3% |
| All | +138.2% | +452.9% | -314.7% | -2.3% |
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 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