+777.0%
VST vs GWRE
+15.9%
+761.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.4% |
| 7D | +5.3% | -26.2% | +31.5% | +10.1% |
| 30D | +5.8% | -17.8% | +23.5% | +8.0% |
| 3M | +3.5% | +14.2% | -10.8% | -3.0% |
| 6M | -7.4% | -12.9% | +5.5% | -8.3% |
| YTD | -6.1% | -29.2% | +23.2% | -1.6% |
| 1Y | -21.6% | -44.4% | +22.8% | -11.9% |
| 3Y | +357.2% | +51.1% | +306.1% | +289.3% |
| 5Y | +777.0% | +16.5% | +760.5% | +629.4% |
| All | +777.0% | +15.9% | +761.1% | +629.4% |
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