+1,232.7%
VST vs ITW
+177.8%
+1,054.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | +5.3% | -1.9% | +7.2% | +6.2% |
| 30D | +5.8% | -10.4% | +16.1% | +11.1% |
| 3M | +3.5% | +3.5% | 0.0% | +1.1% |
| 6M | -7.4% | -3.4% | -4.0% | -6.8% |
| YTD | -6.1% | +8.5% | -14.6% | -10.7% |
| 1Y | -21.6% | +3.2% | -24.9% | -24.2% |
| 3Y | +357.2% | +18.9% | +338.3% | +306.5% |
| 5Y | +777.0% | +35.0% | +742.0% | +617.1% |
| All | +1,232.7% | +177.8% | +1,054.9% | +741.3% |
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