+1,112.0%
VST vs IWD
+207.5%
+904.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +10.9% |
| 7D | -9.8% | -0.5% | -9.3% | -9.8% |
| 30D | -25.1% | +2.7% | -27.8% | -27.6% |
| 3M | -11.6% | +0.9% | -12.5% | -12.8% |
| 6M | -20.9% | +10.5% | -31.5% | -29.2% |
| YTD | -22.3% | +23.7% | -46.0% | -38.0% |
| 1Y | -32.0% | +28.7% | -60.7% | -48.0% |
| 3Y | +262.4% | +79.7% | +182.7% | +105.0% |
| 5Y | +563.4% | +69.7% | +493.7% | +295.1% |
| All | +1,112.0% | +207.5% | +904.5% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling