+1,179.1%
VST vs WELL
+464.2%
+714.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +19.2% | +0.1% | +19.0% | +19.1% |
| 30D | -17.2% | +6.8% | -23.9% | -19.7% |
| 3M | -8.1% | +6.7% | -14.9% | -11.1% |
| 6M | -8.1% | +13.8% | -22.0% | -14.0% |
| YTD | -16.3% | +33.8% | -50.1% | -26.6% |
| 1Y | -24.1% | +29.6% | -53.7% | -32.7% |
| 3Y | +300.2% | +203.1% | +97.1% | +147.7% |
| 5Y | +645.9% | +223.8% | +422.1% | +341.5% |
| All | +1,179.1% | +464.2% | +714.9% | +510.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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