-34.9%
VST vs IWF
-1.6%
-33.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.4% | -14.2% | -14.2% |
| 7D | -15.7% | -4.2% | -11.6% | -11.9% |
| 30D | -17.0% | -8.1% | -8.8% | -9.0% |
| 3M | -15.9% | -5.1% | -10.8% | -10.6% |
| 6M | -25.0% | -1.4% | -23.6% | -23.7% |
| YTD | -25.1% | -0.1% | -25.0% | -22.8% |
| 1Y | -34.9% | -1.3% | -33.6% | -32.2% |
| All | -34.9% | -1.6% | -33.2% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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