+1,636.0%
VSH vs WST
+12,330.1%
-10,694.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | +4.1% | +0.7% | +3.3% | +3.7% |
| 30D | -4.2% | -3.1% | -1.0% | -2.9% |
| 3M | -50.0% | +7.2% | -57.2% | -51.5% |
| 6M | +80.2% | +36.8% | +43.4% | +57.0% |
| YTD | +121.1% | +23.8% | +97.2% | +99.6% |
| 1Y | +112.0% | +37.8% | +74.2% | +82.4% |
| 3Y | +22.5% | -15.9% | +38.4% | +15.8% |
| 5Y | +64.0% | -25.8% | +89.9% | +56.9% |
| 10Y | +170.4% | +319.6% | -149.2% | +5.3% |
| All | +1,636.0% | +12,330.1% | -10,694.2% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling