+1,205.2%
VST vs IWF
+391.9%
+813.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +4.8% |
| 7D | -0.5% | -1.0% | +0.5% | +0.5% |
| 30D | -17.1% | -10.1% | -7.0% | -8.8% |
| 3M | -4.6% | -7.6% | +3.0% | +2.6% |
| 6M | -9.1% | -6.7% | -2.3% | -3.1% |
| YTD | -16.6% | -2.5% | -14.1% | -14.3% |
| 1Y | -29.5% | -2.1% | -27.4% | -27.8% |
| 3Y | +297.5% | +68.6% | +228.9% | +190.0% |
| 5Y | +654.5% | +55.8% | +598.7% | +466.9% |
| 10Y | +1,205.2% | +383.3% | +822.0% | +361.3% |
| All | +1,205.2% | +391.9% | +813.3% | +361.3% |
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