+1,216.9%
VST vs GWW
+586.1%
+630.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | +8.9% | +1.4% | +7.5% | +8.3% |
| 30D | +6.2% | +3.3% | +2.9% | +4.9% |
| 3M | -2.7% | +2.9% | -5.7% | -3.8% |
| 6M | -8.4% | +15.8% | -24.1% | -13.7% |
| YTD | -7.2% | +32.0% | -39.2% | -17.3% |
| 1Y | -20.9% | +29.9% | -50.8% | -29.2% |
| 3Y | +384.0% | +91.1% | +292.9% | +278.0% |
| 5Y | +757.1% | +223.9% | +533.1% | +447.9% |
| All | +1,216.9% | +586.1% | +630.7% | +599.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling