-18.9%
VST vs ITW
+3.8%
-22.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.6% |
| 7D | +9.9% | -0.4% | +10.3% | +9.8% |
| 30D | +7.9% | -9.4% | +17.3% | +7.1% |
| 3M | +3.4% | +7.1% | -3.7% | +2.1% |
| 6M | -4.1% | -1.9% | -2.3% | -6.8% |
| YTD | -5.7% | +10.4% | -16.1% | -3.7% |
| 1Y | -18.9% | +3.3% | -22.2% | -19.9% |
| All | -18.9% | +3.8% | -22.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling