+1,216.9%
VST vs WCN
+262.8%
+954.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.1% |
| 7D | +8.9% | -0.6% | +9.5% | +9.2% |
| 30D | +6.2% | +0.4% | +5.8% | +5.9% |
| 3M | -2.7% | +7.3% | -10.0% | -6.8% |
| 6M | -8.4% | -2.5% | -5.9% | -8.5% |
| YTD | -7.2% | -5.4% | -1.8% | -6.2% |
| 1Y | -20.9% | -8.5% | -12.4% | -19.1% |
| 3Y | +384.0% | +20.8% | +363.2% | +316.2% |
| 5Y | +757.1% | +30.0% | +727.0% | +597.5% |
| All | +1,216.9% | +262.8% | +954.1% | +617.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling