+1,205.2%
VST vs GWW
+696.0%
+509.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.1% |
| 7D | -0.5% | +5.3% | -5.8% | -2.8% |
| 30D | -17.1% | +12.4% | -29.5% | -21.0% |
| 3M | -4.6% | +13.7% | -18.3% | -9.7% |
| 6M | -9.1% | +18.0% | -27.1% | -15.2% |
| YTD | -16.6% | +44.6% | -61.2% | -28.7% |
| 1Y | -29.5% | +53.1% | -82.6% | -41.1% |
| 3Y | +297.5% | +90.2% | +207.3% | +208.4% |
| 5Y | +654.5% | +215.0% | +439.5% | +382.3% |
| 10Y | +1,205.2% | +658.9% | +546.3% | +585.6% |
| All | +1,205.2% | +696.0% | +509.3% | +585.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling