+962.7%
VST vs WM
+353.7%
+609.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.6% | -15.5% | -14.6% |
| 7D | -15.7% | +5.9% | -21.6% | -18.2% |
| 30D | -17.0% | +15.4% | -32.4% | -23.2% |
| 3M | -15.9% | +6.3% | -22.2% | -19.1% |
| 6M | -25.0% | +5.6% | -30.6% | -28.4% |
| YTD | -25.1% | +9.9% | -35.0% | -30.6% |
| 1Y | -34.9% | +20.8% | -55.7% | -43.1% |
| 3Y | +252.7% | +48.5% | +204.2% | +164.9% |
| 5Y | +582.3% | +60.6% | +521.8% | +380.5% |
| 10Y | +1,076.6% | +349.8% | +726.8% | +435.1% |
| All | +962.7% | +353.7% | +609.0% | +379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling