+1,162.4%
VST vs IWD
+203.8%
+958.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | +1.6% | -7.6% | -7.9% |
| 30D | -18.8% | +3.6% | -22.4% | -22.0% |
| 3M | -8.0% | +2.0% | -10.1% | -10.3% |
| 6M | -10.9% | +13.1% | -24.0% | -22.0% |
| YTD | -18.3% | +26.2% | -44.5% | -36.1% |
| 1Y | -29.9% | +29.6% | -59.5% | -46.7% |
| 3Y | +290.3% | +84.3% | +206.0% | +115.3% |
| 5Y | +635.3% | +73.4% | +561.9% | +328.3% |
| 10Y | +1,162.4% | +202.4% | +959.9% | +364.7% |
| All | +1,162.4% | +203.8% | +958.6% | +364.7% |
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