+227.8%
VST vs WST
+16.9%
+210.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.0% | -2.2% | -5.8% |
| 7D | -19.9% | -5.8% | -14.1% | -19.4% |
| 30D | -29.7% | +5.3% | -35.0% | -30.0% |
| 3M | -19.6% | +11.8% | -31.4% | -20.4% |
| 6M | -29.4% | +26.7% | -56.1% | -31.0% |
| YTD | -29.7% | +43.0% | -72.7% | -32.2% |
| 1Y | -40.0% | +38.9% | -78.9% | -42.1% |
| All | +227.8% | +16.9% | +210.9% | +207.2% |
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