+1,216.9%
VST vs WBD
+2.7%
+1,214.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +8.9% | -1.8% | +10.7% | +9.2% |
| 30D | +6.2% | +8.8% | -2.6% | +4.6% |
| 3M | -2.7% | +4.6% | -7.4% | -3.6% |
| 6M | -8.4% | +1.1% | -9.4% | -8.6% |
| YTD | -7.2% | -2.0% | -5.2% | -6.9% |
| 1Y | -20.9% | +140.0% | -160.9% | -33.3% |
| 3Y | +384.0% | +144.4% | +239.6% | +290.2% |
| 5Y | +757.1% | -0.2% | +757.3% | +674.1% |
| All | +1,216.9% | +2.7% | +1,214.2% | +948.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling