-24.1%
VST vs W
-0.9%
-23.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.0% |
| 7D | +19.2% | -1.7% | +20.8% | +19.3% |
| 30D | -17.2% | +3.2% | -20.4% | -17.5% |
| 3M | -8.1% | +8.3% | -16.4% | -9.1% |
| 6M | -8.1% | +84.3% | -92.4% | -19.2% |
| YTD | -16.3% | +11.0% | -27.3% | -16.4% |
| 1Y | -24.1% | -0.2% | -23.9% | -23.5% |
| All | -24.1% | -0.9% | -23.2% | -23.5% |
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