+1,216.9%
VST vs WM
+314.8%
+902.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +4.1% |
| 7D | +8.9% | -0.3% | +9.2% | +9.0% |
| 30D | +6.2% | -2.4% | +8.6% | +7.4% |
| 3M | -2.7% | +0.4% | -3.2% | -4.1% |
| 6M | -8.4% | -9.5% | +1.1% | -4.9% |
| YTD | -7.2% | +0.5% | -7.7% | -9.5% |
| 1Y | -20.9% | -1.1% | -19.8% | -22.6% |
| 3Y | +384.0% | +46.0% | +338.0% | +264.6% |
| 5Y | +757.1% | +51.8% | +705.3% | +520.2% |
| All | +1,216.9% | +314.8% | +902.1% | +526.5% |
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