+769.3%
VST vs W
-63.2%
+832.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.2% |
| 7D | +8.9% | -4.2% | +13.1% | +9.5% |
| 30D | +6.2% | -7.6% | +13.8% | +7.2% |
| 3M | -2.7% | +37.2% | -39.9% | -8.1% |
| 6M | -8.4% | +26.3% | -34.7% | -12.9% |
| YTD | -7.2% | -1.0% | -6.2% | -9.2% |
| 1Y | -20.9% | +20.1% | -41.0% | -25.3% |
| 3Y | +384.0% | +37.8% | +346.2% | +317.4% |
| All | +769.3% | -63.2% | +832.5% | +633.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling