+1,164.9%
VST vs WELL
+463.2%
+701.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -12.4% | +5.7% | -18.0% | -14.6% |
| 3M | -9.0% | +4.6% | -13.6% | -11.2% |
| 6M | -6.4% | +11.9% | -18.3% | -11.8% |
| YTD | -17.2% | +33.6% | -50.8% | -27.4% |
| 1Y | -22.0% | +29.8% | -51.8% | -30.9% |
| 3Y | +296.7% | +202.2% | +94.5% | +145.8% |
| 5Y | +637.6% | +223.2% | +414.4% | +336.9% |
| All | +1,164.9% | +463.2% | +701.7% | +504.5% |
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