+654.5%
VST vs WST
+1.1%
+653.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.3% | +4.0% | +6.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | -17.1% | +12.9% | -29.9% | -18.4% |
| 3M | -4.6% | +16.7% | -21.3% | -6.7% |
| 6M | -9.1% | +26.8% | -35.9% | -12.2% |
| YTD | -16.6% | +50.5% | -67.1% | -21.7% |
| 1Y | -29.5% | +52.9% | -82.4% | -34.0% |
| 3Y | +297.5% | +23.9% | +273.6% | +267.5% |
| 5Y | +654.5% | +1.0% | +653.5% | +614.7% |
| All | +654.5% | +1.1% | +653.5% | +614.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling