+1,164.9%
VST vs IWD
+203.0%
+961.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | +6.6% | +2.3% | +4.3% | +4.2% |
| 30D | -12.4% | +3.6% | -16.0% | -15.9% |
| 3M | -9.0% | +2.2% | -11.2% | -11.4% |
| 6M | -6.4% | +13.0% | -19.4% | -18.0% |
| YTD | -17.2% | +26.5% | -43.7% | -35.4% |
| 1Y | -22.0% | +30.1% | -52.2% | -41.0% |
| 3Y | +296.7% | +84.9% | +211.8% | +117.9% |
| 5Y | +637.6% | +73.4% | +564.2% | +329.5% |
| All | +1,164.9% | +203.0% | +961.8% | +336.3% |
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