-40.0%
VST vs IWD
+29.3%
-69.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.5% | -3.6% |
| 7D | -19.9% | -0.9% | -19.0% | -19.1% |
| 30D | -29.7% | +2.6% | -32.3% | -32.2% |
| 3M | -19.6% | +1.2% | -20.8% | -21.1% |
| 6M | -29.4% | +12.1% | -41.5% | -40.3% |
| YTD | -29.7% | +24.1% | -53.9% | -47.6% |
| 1Y | -40.0% | +28.5% | -68.6% | -56.1% |
| All | -40.0% | +29.3% | -69.3% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling