+24.9%
VSH vs WST
-0.1%
+25.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.9% | +5.3% |
| 7D | -12.9% | -3.1% | -9.8% | -12.2% |
| 30D | -36.9% | +9.1% | -46.0% | -37.9% |
| 3M | -28.8% | +14.7% | -43.4% | -30.8% |
| 6M | -30.3% | +28.0% | -58.3% | -34.1% |
| YTD | +62.4% | +45.6% | +16.7% | +48.5% |
| 1Y | +62.5% | +45.7% | +16.9% | +48.7% |
| 3Y | +7.4% | +21.1% | -13.7% | -4.8% |
| All | +24.9% | -0.1% | +25.1% | +12.7% |
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