+373.4%
VST vs WST
-15.6%
+389.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | +8.9% | +0.7% | +8.2% | +8.8% |
| 30D | +6.2% | -3.1% | +9.4% | +6.5% |
| 3M | -2.7% | +7.2% | -9.9% | -3.5% |
| 6M | -8.4% | +36.8% | -45.2% | -11.3% |
| YTD | -7.2% | +23.8% | -31.1% | -9.3% |
| 1Y | -20.9% | +37.8% | -58.7% | -23.5% |
| All | +373.4% | -15.6% | +389.0% | +351.7% |
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