+996.4%
VST vs WM
+348.7%
+647.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.7% |
| 7D | -19.9% | +4.5% | -24.4% | -21.8% |
| 30D | -29.7% | +16.1% | -45.7% | -35.2% |
| 3M | -19.6% | +8.0% | -27.6% | -23.3% |
| 6M | -29.4% | +8.4% | -37.8% | -33.6% |
| YTD | -29.7% | +11.2% | -40.9% | -35.3% |
| 1Y | -40.0% | +22.3% | -62.4% | -47.9% |
| 3Y | +231.0% | +50.2% | +180.7% | +146.9% |
| 5Y | +500.1% | +63.3% | +436.8% | +318.2% |
| All | +996.4% | +348.7% | +647.6% | +451.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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