+1,164.9%
VST vs WING
+620.3%
+544.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | -2.5% | +9.1% | +7.0% |
| 30D | -12.4% | +29.5% | -41.9% | -16.7% |
| 3M | -9.0% | +40.2% | -49.2% | -15.0% |
| 6M | -6.4% | +32.7% | -39.2% | -12.5% |
| YTD | -17.2% | -32.8% | +15.6% | -14.1% |
| 1Y | -22.0% | -31.7% | +9.7% | -19.7% |
| 3Y | +296.7% | -24.7% | +321.4% | +296.2% |
| 5Y | +637.6% | -0.5% | +638.1% | +579.6% |
| All | +1,164.9% | +620.3% | +544.6% | +685.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling