+1,162.4%
VST vs IWF
+377.5%
+784.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.3% |
| 7D | -6.0% | -2.9% | -3.1% | -3.5% |
| 30D | -18.8% | -10.9% | -7.9% | -10.0% |
| 3M | -8.0% | -8.1% | +0.1% | -0.6% |
| 6M | -10.9% | -7.5% | -3.4% | -4.4% |
| YTD | -18.3% | -3.4% | -14.9% | -15.5% |
| 1Y | -29.9% | -5.0% | -24.9% | -26.3% |
| 3Y | +290.3% | +64.0% | +226.3% | +190.4% |
| 5Y | +635.3% | +56.8% | +578.5% | +451.1% |
| 10Y | +1,162.4% | +381.2% | +781.2% | +343.1% |
| All | +1,162.4% | +377.5% | +784.9% | +343.1% |
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