+641.9%
VST vs WCC
+153.2%
+488.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.4% |
| 7D | +10.9% | +3.3% | +7.6% | +9.6% |
| 30D | -15.6% | -9.4% | -6.2% | -12.1% |
| 3M | -7.8% | -10.5% | +2.7% | -3.7% |
| 6M | -12.0% | -10.4% | -1.6% | -8.4% |
| YTD | -16.9% | +34.4% | -51.3% | -26.0% |
| 1Y | -25.1% | +27.7% | -52.7% | -32.1% |
| 3Y | +297.1% | +137.9% | +159.1% | +190.2% |
| 5Y | +641.9% | +147.0% | +494.9% | +407.3% |
| All | +641.9% | +153.2% | +488.7% | +407.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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