-18.9%
VST vs IWF
+9.4%
-28.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.0% |
| 7D | +9.9% | +1.5% | +8.4% | +8.2% |
| 30D | +7.9% | -1.3% | +9.2% | +9.4% |
| 3M | +3.4% | +0.1% | +3.3% | +2.9% |
| 6M | -4.1% | +10.3% | -14.4% | -15.4% |
| YTD | -5.7% | +4.2% | -9.8% | -8.5% |
| 1Y | -18.9% | +9.3% | -28.2% | -31.7% |
| All | -18.9% | +9.4% | -28.3% | -31.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling