+1,216.9%
VST vs WELL
+367.7%
+849.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.3% |
| 7D | +8.9% | -0.8% | +9.7% | +9.2% |
| 30D | +6.2% | -0.1% | +6.3% | +6.1% |
| 3M | -2.7% | +18.0% | -20.8% | -9.7% |
| 6M | -8.4% | +15.0% | -23.4% | -14.0% |
| YTD | -7.2% | +28.6% | -35.8% | -16.8% |
| 1Y | -20.9% | +42.9% | -63.8% | -32.4% |
| 3Y | +384.0% | +203.0% | +181.0% | +201.6% |
| 5Y | +757.1% | +206.9% | +550.2% | +422.3% |
| All | +1,216.9% | +367.7% | +849.1% | +542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling