+645.9%
VST vs IWF
+58.9%
+587.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +19.2% | +5.3% | +13.9% | +13.4% |
| 30D | -17.2% | -8.6% | -8.6% | -9.0% |
| 3M | -8.1% | -6.5% | -1.6% | -1.2% |
| 6M | -8.1% | -5.6% | -2.5% | -2.4% |
| YTD | -16.3% | -1.5% | -14.7% | -14.6% |
| 1Y | -24.1% | -2.8% | -21.3% | -21.5% |
| 3Y | +300.2% | +67.1% | +233.1% | +189.8% |
| 5Y | +645.9% | +57.6% | +588.3% | +417.9% |
| All | +645.9% | +58.9% | +587.0% | +417.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling