+373.4%
VST vs IWD
+70.7%
+302.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.6% |
| 7D | +8.9% | -0.3% | +9.2% | +9.3% |
| 30D | +6.2% | +0.6% | +5.6% | +5.2% |
| 3M | -2.7% | +7.2% | -10.0% | -13.1% |
| 6M | -8.4% | +16.2% | -24.6% | -27.8% |
| YTD | -7.2% | +23.3% | -30.5% | -33.3% |
| 1Y | -20.9% | +29.6% | -50.5% | -47.6% |
| All | +373.4% | +70.7% | +302.8% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling