-20.9%
VST vs W
+25.7%
-46.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.3% |
| 7D | +8.9% | -4.2% | +13.1% | +9.2% |
| 30D | +6.2% | -7.6% | +13.8% | +6.8% |
| 3M | -2.7% | +37.2% | -39.9% | -7.8% |
| 6M | -8.4% | +26.3% | -34.7% | -13.2% |
| YTD | -7.2% | -1.0% | -6.2% | -9.0% |
| 1Y | -20.9% | +20.1% | -41.0% | -22.1% |
| All | -20.9% | +25.7% | -46.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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