-28.5%
VST vs IWF
-3.4%
-25.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +4.0% |
| 7D | -0.5% | -1.0% | +0.5% | +0.5% |
| 30D | -17.1% | -10.1% | -7.0% | -6.9% |
| 3M | -4.6% | -7.6% | +3.0% | +4.5% |
| 6M | -9.1% | -6.7% | -2.3% | -1.6% |
| YTD | -16.6% | -2.5% | -14.1% | -10.9% |
| All | -28.5% | -3.4% | -25.1% | -21.9% |
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 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