-28.5%
VST vs WELL
+31.8%
-60.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.4% | +7.3% |
| 7D | -0.5% | +3.5% | -4.0% | -0.4% |
| 30D | -17.1% | +9.7% | -26.8% | -17.4% |
| 3M | -4.6% | +4.8% | -9.4% | -4.5% |
| 6M | -9.1% | +16.1% | -25.1% | -11.2% |
| YTD | -16.6% | +34.7% | -51.3% | -20.3% |
| All | -28.5% | +31.8% | -60.3% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling