+262.4%
VST vs W
+123.5%
+138.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +12.0% | +10.8% |
| 7D | -9.8% | -3.6% | -6.2% | -9.6% |
| 30D | -25.1% | +7.0% | -32.1% | -26.5% |
| 3M | -11.6% | +7.4% | -19.0% | -13.5% |
| 6M | -20.9% | +69.3% | -90.2% | -32.0% |
| YTD | -22.3% | +11.3% | -33.6% | -27.1% |
| 1Y | -32.0% | +13.2% | -45.2% | -36.9% |
| 3Y | +262.4% | +142.0% | +120.4% | +152.3% |
| All | +262.4% | +123.5% | +138.9% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling