-34.9%
VST vs GWW
+55.5%
-90.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.5% | -20.4% | -13.5% |
| 7D | -15.7% | +11.1% | -26.8% | -15.7% |
| 30D | -17.0% | +15.7% | -32.7% | -17.3% |
| 3M | -15.9% | +14.8% | -30.6% | -16.2% |
| 6M | -25.0% | +30.9% | -55.9% | -24.9% |
| YTD | -25.1% | +48.5% | -73.6% | -28.9% |
| 1Y | -34.9% | +57.1% | -92.0% | -37.7% |
| All | -34.9% | +55.5% | -90.3% | -37.7% |
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