-28.5%
VST vs ITW
+19.9%
-48.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.3% | +7.4% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | -17.1% | +8.6% | -25.6% | -17.0% |
| 3M | -4.6% | -2.7% | -1.9% | -4.0% |
| 6M | -9.1% | +14.0% | -23.0% | -11.8% |
| YTD | -16.6% | +18.6% | -35.2% | -18.3% |
| All | -28.5% | +19.9% | -48.4% | -28.8% |
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