+1,179.1%
VST vs WST
+449.7%
+729.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +19.2% | +4.9% | +14.3% | +18.3% |
| 30D | -17.2% | +10.7% | -27.8% | -18.5% |
| 3M | -8.1% | +16.8% | -25.0% | -10.5% |
| 6M | -8.1% | +32.0% | -40.1% | -12.4% |
| YTD | -16.3% | +49.9% | -66.2% | -22.1% |
| 1Y | -24.1% | +50.6% | -74.7% | -29.5% |
| 3Y | +300.2% | +21.4% | +278.8% | +268.4% |
| 5Y | +645.9% | -0.6% | +646.5% | +596.5% |
| All | +1,179.1% | +449.7% | +729.4% | +654.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling