+1,058.9%
VST vs ITW
+205.1%
+853.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -6.0% | +0.5% | -6.5% | -6.4% |
| 30D | -18.8% | +9.1% | -27.8% | -22.1% |
| 3M | -8.0% | -1.6% | -6.5% | -7.9% |
| 6M | -10.9% | +14.5% | -25.4% | -17.3% |
| YTD | -18.3% | +19.2% | -37.5% | -25.9% |
| 1Y | -29.9% | +20.9% | -50.9% | -37.1% |
| 3Y | +290.3% | +33.1% | +257.2% | +228.2% |
| 5Y | +635.3% | +38.2% | +597.1% | +494.8% |
| 10Y | +1,162.4% | +196.2% | +966.2% | +669.3% |
| All | +1,058.9% | +205.1% | +853.9% | +598.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling