+500.1%
VST vs WM
+62.1%
+438.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.4% |
| 7D | -19.9% | +4.5% | -24.4% | -20.9% |
| 30D | -29.7% | +16.1% | -45.7% | -32.8% |
| 3M | -19.6% | +8.0% | -27.6% | -21.6% |
| 6M | -29.4% | +8.4% | -37.8% | -31.8% |
| YTD | -29.7% | +11.2% | -40.9% | -33.3% |
| 1Y | -40.0% | +22.3% | -62.4% | -45.6% |
| 3Y | +231.0% | +50.2% | +180.7% | +164.3% |
| 5Y | +500.1% | +63.3% | +436.8% | +350.7% |
| All | +500.1% | +62.1% | +438.0% | +350.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling