+1,205.2%
VST vs WELL
+451.0%
+754.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.4% | +6.9% |
| 7D | -0.5% | +3.5% | -4.0% | -2.0% |
| 30D | -17.1% | +9.7% | -26.8% | -20.4% |
| 3M | -4.6% | +4.8% | -9.4% | -7.0% |
| 6M | -9.1% | +16.1% | -25.1% | -15.5% |
| YTD | -16.6% | +34.7% | -51.3% | -27.1% |
| 1Y | -29.5% | +31.9% | -61.4% | -37.9% |
| 3Y | +297.5% | +209.9% | +87.7% | +144.4% |
| 5Y | +654.5% | +226.5% | +428.0% | +346.1% |
| 10Y | +1,205.2% | +455.3% | +750.0% | +532.4% |
| All | +1,205.2% | +451.0% | +754.3% | +532.4% |
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