+359.1%
VST vs GWRE
+66.3%
+292.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.8% | +9.4% | +2.8% |
| 7D | +9.9% | -25.6% | +35.4% | +14.1% |
| 30D | +7.9% | -12.2% | +20.1% | +8.6% |
| 3M | +3.4% | +17.7% | -14.3% | -3.5% |
| 6M | -4.1% | -11.3% | +7.2% | -4.2% |
| YTD | -5.7% | -25.5% | +19.8% | +0.1% |
| 1Y | -18.9% | -42.8% | +24.0% | -5.0% |
| 3Y | +359.1% | +59.0% | +300.0% | +278.1% |
| All | +359.1% | +66.3% | +292.7% | +278.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling