+17.2%
VST vs WETO
-99.4%
+116.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | -0.4% |
| 7D | +5.3% | -38.7% | +44.0% | +5.1% |
| 30D | +5.8% | -51.3% | +57.1% | +5.5% |
| 3M | +3.5% | -97.8% | +101.3% | +1.8% |
| 6M | -7.4% | -94.8% | +87.4% | -6.9% |
| YTD | -6.1% | -97.2% | +91.1% | -6.7% |
| 1Y | -21.6% | -98.9% | +77.3% | -23.0% |
| All | +17.2% | -99.4% | +116.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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