+1,205.2%
VST vs IWD
+212.1%
+993.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +5.2% |
| 7D | -0.5% | +1.3% | -1.8% | -2.1% |
| 30D | -17.1% | +3.6% | -20.6% | -20.4% |
| 3M | -4.6% | +2.3% | -6.9% | -7.2% |
| 6M | -9.1% | +13.0% | -22.1% | -20.3% |
| YTD | -16.6% | +26.2% | -42.8% | -34.8% |
| 1Y | -29.5% | +30.5% | -59.9% | -46.8% |
| 3Y | +297.5% | +86.2% | +211.3% | +117.1% |
| 5Y | +654.5% | +72.9% | +581.7% | +340.8% |
| 10Y | +1,205.2% | +205.0% | +1,000.2% | +378.6% |
| All | +1,205.2% | +212.1% | +993.2% | +378.6% |
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