-26.4%
VST vs W
+0.4%
-26.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.7% |
| 7D | -6.0% | +1.1% | -7.1% | -6.1% |
| 30D | -18.8% | +6.4% | -25.2% | -19.3% |
| 3M | -8.0% | +9.0% | -17.0% | -9.0% |
| 6M | -10.9% | +69.8% | -80.7% | -20.5% |
| YTD | -18.3% | +12.1% | -30.4% | -18.5% |
| All | -26.4% | +0.4% | -26.7% | -27.7% |
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