-29.4%
VST vs WELL
+13.4%
-42.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.1% | -6.6% |
| 7D | -19.9% | +5.3% | -25.2% | -18.0% |
| 30D | -29.7% | +8.7% | -38.4% | -27.2% |
| 3M | -19.6% | +3.8% | -23.4% | -17.8% |
| 6M | -29.4% | +15.4% | -44.7% | -25.1% |
| All | -29.4% | +13.4% | -42.8% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling