-8.4%
VST vs WM
-8.7%
+0.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +2.7% |
| 7D | +8.9% | -0.3% | +9.2% | +8.7% |
| 30D | +6.2% | -2.4% | +8.6% | +4.7% |
| 3M | -2.7% | +0.4% | -3.2% | -2.1% |
| 6M | -8.4% | -9.5% | +1.1% | -11.0% |
| All | -8.4% | -8.7% | +0.3% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling