+1,179.1%
VST vs GWRE
+170.6%
+1,008.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +19.2% | -4.4% | +23.5% | +20.1% |
| 30D | -17.2% | -3.5% | -13.7% | -17.2% |
| 3M | -8.1% | -7.6% | -0.6% | -8.8% |
| 6M | -8.1% | +21.8% | -29.9% | -16.7% |
| YTD | -16.3% | -20.4% | +4.1% | -15.9% |
| 1Y | -24.1% | -27.6% | +3.5% | -21.7% |
| 3Y | +300.2% | +75.7% | +224.5% | +221.8% |
| 5Y | +645.9% | +27.8% | +618.1% | +532.0% |
| All | +1,179.1% | +170.6% | +1,008.5% | +750.3% |
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