+1,205.2%
VST vs WCN
+302.6%
+902.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.1% |
| 7D | -0.5% | +1.2% | -1.7% | -1.2% |
| 30D | -17.1% | +24.6% | -41.7% | -25.4% |
| 3M | -4.6% | +14.2% | -18.8% | -10.9% |
| 6M | -9.1% | +25.7% | -34.7% | -19.7% |
| YTD | -16.6% | +9.3% | -25.9% | -21.6% |
| 1Y | -29.5% | +15.3% | -44.8% | -35.7% |
| 3Y | +297.5% | +48.6% | +249.0% | +207.7% |
| 5Y | +654.5% | +46.9% | +607.6% | +479.9% |
| 10Y | +1,205.2% | +298.1% | +907.1% | +622.8% |
| All | +1,205.2% | +302.6% | +902.6% | +622.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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