+897.3%
VST vs W
+194.6%
+702.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.2% | +2.1% | -5.3% |
| 7D | -19.9% | -5.6% | -14.3% | -19.6% |
| 30D | -29.7% | +7.5% | -37.2% | -30.4% |
| 3M | -19.6% | +5.4% | -25.0% | -20.3% |
| 6M | -29.4% | +79.4% | -108.8% | -34.8% |
| YTD | -29.7% | +12.9% | -42.6% | -32.1% |
| 1Y | -40.0% | +12.4% | -52.5% | -42.2% |
| 3Y | +231.0% | +128.5% | +102.5% | +184.9% |
| 5Y | +500.1% | -54.0% | +554.0% | +441.7% |
| 10Y | +1,004.2% | +248.8% | +755.4% | +624.1% |
| All | +897.3% | +194.6% | +702.7% | +543.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling