+1,164.9%
VST vs GWRE
+167.6%
+997.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +6.6% | -2.0% | +8.6% | +7.0% |
| 30D | -12.4% | -4.1% | -8.3% | -12.3% |
| 3M | -9.0% | -13.4% | +4.4% | -8.4% |
| 6M | -6.4% | +26.0% | -32.4% | -16.0% |
| YTD | -17.2% | -21.3% | +4.1% | -16.6% |
| 1Y | -22.0% | -27.5% | +5.5% | -19.7% |
| 3Y | +296.7% | +72.7% | +224.0% | +220.1% |
| 5Y | +637.6% | +26.4% | +611.2% | +526.2% |
| All | +1,164.9% | +167.6% | +997.3% | +742.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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