+769.3%
VST vs ITW
+34.1%
+735.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +8.9% | -3.6% | +12.5% | +10.3% |
| 30D | +6.2% | -9.1% | +15.4% | +10.0% |
| 3M | -2.7% | +8.2% | -10.9% | -6.5% |
| 6M | -8.4% | -4.8% | -3.6% | -7.4% |
| YTD | -7.2% | +11.0% | -18.2% | -12.2% |
| 1Y | -20.9% | +4.2% | -25.1% | -23.4% |
| 3Y | +384.0% | +17.3% | +366.7% | +333.9% |
| All | +769.3% | +34.1% | +735.2% | +579.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling