+641.9%
VST vs GWRE
+25.5%
+616.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +10.9% | -7.3% | +18.2% | +12.1% |
| 30D | -15.6% | -4.0% | -11.6% | -15.6% |
| 3M | -7.8% | -10.5% | +2.7% | -7.9% |
| 6M | -12.0% | +17.7% | -29.7% | -19.1% |
| YTD | -16.9% | -21.3% | +4.4% | -15.2% |
| 1Y | -25.1% | -28.0% | +2.9% | -21.5% |
| 3Y | +297.1% | +73.6% | +223.4% | +225.2% |
| 5Y | +641.9% | +26.1% | +615.8% | +511.3% |
| All | +641.9% | +25.5% | +616.4% | +511.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling