+1,238.2%
VST vs IWF
+413.6%
+824.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.9% |
| 7D | +9.9% | +1.5% | +8.4% | +8.5% |
| 30D | +7.9% | -1.3% | +9.2% | +9.1% |
| 3M | +3.4% | +0.1% | +3.3% | +3.1% |
| 6M | -4.1% | +10.3% | -14.4% | -11.9% |
| YTD | -5.7% | +4.2% | -9.8% | -9.0% |
| 1Y | -18.9% | +9.3% | -28.2% | -24.4% |
| 3Y | +359.1% | +79.3% | +279.7% | +215.2% |
| 5Y | +766.9% | +73.8% | +693.1% | +494.0% |
| All | +1,238.2% | +413.6% | +824.6% | +332.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling