+500.1%
VST vs IWD
+70.2%
+429.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.5% | -3.0% |
| 7D | -19.9% | -0.9% | -19.0% | -19.4% |
| 30D | -29.7% | +2.6% | -32.3% | -32.3% |
| 3M | -19.6% | +1.2% | -20.8% | -21.2% |
| 6M | -29.4% | +12.1% | -41.5% | -39.1% |
| YTD | -29.7% | +24.1% | -53.9% | -46.4% |
| 1Y | -40.0% | +28.5% | -68.6% | -56.2% |
| 3Y | +231.0% | +79.5% | +151.5% | +74.4% |
| 5Y | +500.1% | +70.3% | +429.8% | +226.6% |
| All | +500.1% | +70.2% | +429.8% | +226.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling