+1,238.2%
VST vs WBD
+2.2%
+1,236.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +9.9% | -0.7% | +10.6% | +10.0% |
| 30D | +7.9% | +5.0% | +2.9% | +7.0% |
| 3M | +3.4% | +6.2% | -2.8% | +2.3% |
| 6M | -4.1% | +0.6% | -4.7% | -4.3% |
| YTD | -5.7% | -2.4% | -3.3% | -5.4% |
| 1Y | -18.9% | +127.7% | -146.6% | -30.9% |
| 3Y | +359.1% | +148.4% | +210.6% | +269.1% |
| 5Y | +766.9% | +4.2% | +762.7% | +676.1% |
| All | +1,238.2% | +2.2% | +1,236.0% | +966.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling