-32.0%
VST vs WM
+20.0%
-52.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.6% | +9.4% |
| 7D | -9.8% | +1.2% | -11.0% | -9.1% |
| 30D | -25.1% | +13.1% | -38.2% | -21.1% |
| 3M | -11.6% | +3.6% | -15.2% | -9.8% |
| 6M | -20.9% | +8.1% | -29.0% | -18.0% |
| YTD | -22.3% | +8.9% | -31.2% | -21.4% |
| 1Y | -32.0% | +20.3% | -52.3% | -30.7% |
| All | -32.0% | +20.0% | -52.0% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling