+1,162.4%
VST vs WST
+446.4%
+716.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -6.0% | +1.4% | -7.4% | -6.2% |
| 30D | -18.8% | +12.7% | -31.5% | -20.3% |
| 3M | -8.0% | +17.2% | -25.2% | -10.4% |
| 6M | -10.9% | +26.7% | -37.6% | -14.5% |
| YTD | -18.3% | +50.3% | -68.6% | -24.0% |
| 1Y | -29.9% | +50.2% | -80.2% | -34.9% |
| 3Y | +290.3% | +21.7% | +268.6% | +259.1% |
| 5Y | +635.3% | +2.0% | +633.3% | +582.8% |
| 10Y | +1,162.4% | +451.1% | +711.3% | +643.1% |
| All | +1,162.4% | +446.4% | +716.0% | +643.1% |
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