+962.7%
VST vs IWD
+212.2%
+750.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -16.5% |
| 7D | -15.7% | +2.5% | -18.3% | -18.3% |
| 30D | -17.0% | +6.0% | -22.9% | -22.3% |
| 3M | -15.9% | +3.8% | -19.6% | -19.5% |
| 6M | -25.0% | +16.3% | -41.3% | -36.4% |
| YTD | -25.1% | +27.5% | -52.6% | -42.1% |
| 1Y | -34.9% | +32.8% | -67.7% | -51.8% |
| 3Y | +252.7% | +84.3% | +168.4% | +94.2% |
| 5Y | +582.3% | +75.7% | +506.6% | +292.0% |
| 10Y | +1,076.6% | +220.9% | +855.7% | +307.8% |
| All | +962.7% | +212.2% | +750.5% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling