+262.4%
VST vs WST
+19.1%
+243.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.9% | +8.7% | +10.4% |
| 7D | -9.8% | -3.1% | -6.7% | -9.5% |
| 30D | -25.1% | +9.1% | -34.2% | -25.7% |
| 3M | -11.6% | +14.7% | -26.3% | -12.7% |
| 6M | -20.9% | +28.0% | -48.9% | -22.8% |
| YTD | -22.3% | +45.6% | -68.0% | -25.2% |
| 1Y | -32.0% | +45.7% | -77.7% | -34.6% |
| 3Y | +262.4% | +21.1% | +241.3% | +239.0% |
| All | +262.4% | +19.1% | +243.3% | +239.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling