+1,112.0%
VST vs WM
+339.4%
+772.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.6% | +11.5% |
| 7D | -9.8% | +1.2% | -11.0% | -10.6% |
| 30D | -25.1% | +13.1% | -38.2% | -30.2% |
| 3M | -11.6% | +3.6% | -15.2% | -14.0% |
| 6M | -20.9% | +8.1% | -29.0% | -25.7% |
| YTD | -22.3% | +8.9% | -31.2% | -27.8% |
| 1Y | -32.0% | +20.3% | -52.3% | -40.6% |
| 3Y | +262.4% | +46.2% | +216.2% | +173.8% |
| 5Y | +563.4% | +59.9% | +503.5% | +366.3% |
| All | +1,112.0% | +339.4% | +772.6% | +515.1% |
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