+1,002.6%
VST vs IWF
+366.9%
+635.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.3% | +9.5% |
| 7D | -9.8% | -5.0% | -4.8% | -5.7% |
| 30D | -25.1% | -13.2% | -11.9% | -15.2% |
| 3M | -11.6% | -9.4% | -2.1% | -3.4% |
| 6M | -20.9% | -8.6% | -12.3% | -14.4% |
| YTD | -22.3% | -5.3% | -17.0% | -18.3% |
| 1Y | -32.0% | -5.0% | -27.0% | -28.6% |
| 3Y | +262.4% | +64.6% | +197.7% | +169.8% |
| 5Y | +563.4% | +50.8% | +512.6% | +411.8% |
| 10Y | +1,120.7% | +385.7% | +735.0% | +318.7% |
| All | +1,002.6% | +366.9% | +635.6% | +288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling