+296.7%
VST vs ITW
+33.4%
+263.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +6.6% | +2.3% | +4.2% | +6.1% |
| 30D | -12.4% | +6.7% | -19.1% | -13.8% |
| 3M | -9.0% | -0.5% | -8.4% | -8.9% |
| 6M | -6.4% | +16.4% | -22.9% | -11.3% |
| YTD | -17.2% | +19.0% | -36.1% | -22.5% |
| 1Y | -22.0% | +20.2% | -42.2% | -27.4% |
| 3Y | +296.7% | +33.1% | +263.6% | +243.6% |
| All | +296.7% | +33.4% | +263.2% | +243.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling