+1,216.9%
VST vs IWD
+202.0%
+1,014.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.2% |
| 7D | +8.9% | -0.3% | +9.2% | +9.2% |
| 30D | +6.2% | +0.6% | +5.6% | +5.5% |
| 3M | -2.7% | +7.2% | -10.0% | -9.7% |
| 6M | -8.4% | +16.2% | -24.6% | -21.7% |
| YTD | -7.2% | +23.3% | -30.5% | -25.3% |
| 1Y | -20.9% | +29.6% | -50.5% | -39.6% |
| 3Y | +384.0% | +70.5% | +313.5% | +189.2% |
| 5Y | +757.1% | +73.5% | +683.6% | +402.6% |
| All | +1,216.9% | +202.0% | +1,014.8% | +394.9% |
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