+1,205.2%
VST vs ITW
+212.0%
+993.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.3% | +6.4% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | -17.1% | +8.6% | -25.6% | -20.4% |
| 3M | -4.6% | -2.7% | -1.9% | -3.9% |
| 6M | -9.1% | +14.0% | -23.0% | -15.4% |
| YTD | -16.6% | +18.6% | -35.2% | -24.3% |
| 1Y | -29.5% | +19.8% | -49.3% | -36.5% |
| 3Y | +297.5% | +34.8% | +262.7% | +231.4% |
| 5Y | +654.5% | +37.5% | +617.0% | +510.2% |
| 10Y | +1,205.2% | +199.9% | +1,005.3% | +656.1% |
| All | +1,205.2% | +212.0% | +993.3% | +656.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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