-20.9%
VST vs GWW
+31.2%
-52.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +8.9% | +1.4% | +7.5% | +8.7% |
| 30D | +6.2% | +3.3% | +2.9% | +5.7% |
| 3M | -2.7% | +2.9% | -5.7% | -2.5% |
| 6M | -8.4% | +15.8% | -24.1% | -8.5% |
| YTD | -7.2% | +32.0% | -39.2% | -10.6% |
| 1Y | -20.9% | +29.9% | -50.8% | -21.1% |
| All | -20.9% | +31.2% | -52.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling