+262.4%
VST vs WELL
+195.0%
+67.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.6% |
| 7D | -9.8% | +4.4% | -14.2% | -10.8% |
| 30D | -25.1% | +10.8% | -35.9% | -27.4% |
| 3M | -11.6% | +4.2% | -15.8% | -12.8% |
| 6M | -20.9% | +14.0% | -34.9% | -24.7% |
| YTD | -22.3% | +33.4% | -55.7% | -30.2% |
| 1Y | -32.0% | +32.4% | -64.4% | -38.9% |
| 3Y | +262.4% | +194.7% | +67.6% | +137.0% |
| All | +262.4% | +195.0% | +67.4% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling