+769.3%
VST vs WM
+52.1%
+717.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +3.9% |
| 7D | +8.9% | -0.3% | +9.2% | +9.0% |
| 30D | +6.2% | -2.4% | +8.6% | +6.9% |
| 3M | -2.7% | +0.4% | -3.2% | -3.8% |
| 6M | -8.4% | -9.5% | +1.1% | -5.7% |
| YTD | -7.2% | +0.5% | -7.7% | -9.0% |
| 1Y | -20.9% | -1.1% | -19.8% | -22.0% |
| 3Y | +384.0% | +46.0% | +338.0% | +286.4% |
| All | +769.3% | +52.1% | +717.2% | +547.7% |
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