+1,216.9%
VST vs ITW
+184.2%
+1,032.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | +8.9% | -3.6% | +12.5% | +10.7% |
| 30D | +6.2% | -9.1% | +15.4% | +10.8% |
| 3M | -2.7% | +8.2% | -10.9% | -6.9% |
| 6M | -8.4% | -4.8% | -3.6% | -7.1% |
| YTD | -7.2% | +11.0% | -18.2% | -12.7% |
| 1Y | -20.9% | +4.2% | -25.1% | -23.8% |
| 3Y | +384.0% | +17.3% | +366.7% | +333.5% |
| 5Y | +757.1% | +33.0% | +724.1% | +607.1% |
| All | +1,216.9% | +184.2% | +1,032.6% | +722.9% |
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 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