+1,216.9%
VST vs IWF
+415.2%
+801.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +0.5% | +8.4% | +8.4% |
| 30D | +6.2% | -0.4% | +6.6% | +6.5% |
| 3M | -2.7% | -2.6% | -0.1% | -0.8% |
| 6M | -8.4% | +9.1% | -17.5% | -15.1% |
| YTD | -7.2% | +4.5% | -11.7% | -10.6% |
| 1Y | -20.9% | +10.1% | -31.0% | -26.7% |
| 3Y | +384.0% | +77.6% | +306.4% | +234.1% |
| 5Y | +757.1% | +73.7% | +683.3% | +487.1% |
| All | +1,216.9% | +415.2% | +801.7% | +324.9% |
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 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