+1,216.9%
VST vs GWRE
+169.3%
+1,047.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -19.9% | +23.5% | +7.7% |
| 7D | +8.9% | -21.1% | +30.0% | +13.6% |
| 30D | +6.2% | +1.3% | +4.9% | +4.4% |
| 3M | -2.7% | +7.4% | -10.2% | -7.0% |
| 6M | -8.4% | +5.6% | -14.0% | -13.6% |
| YTD | -7.2% | -19.2% | +12.0% | -6.0% |
| 1Y | -20.9% | -25.1% | +4.3% | -19.1% |
| 3Y | +384.0% | +87.7% | +296.3% | +285.0% |
| 5Y | +757.1% | +32.0% | +725.0% | +626.0% |
| All | +1,216.9% | +169.3% | +1,047.6% | +782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling