-18.9%
VST vs WCN
-8.2%
-10.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.3% |
| 7D | +9.9% | -0.4% | +10.3% | +9.7% |
| 30D | +7.9% | -2.1% | +10.0% | +7.2% |
| 3M | +3.4% | +6.4% | -2.9% | +5.1% |
| 6M | -4.1% | -3.7% | -0.4% | -4.1% |
| YTD | -5.7% | -6.4% | +0.7% | -8.0% |
| 1Y | -18.9% | -7.9% | -10.9% | -21.7% |
| All | -18.9% | -8.2% | -10.7% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling