+1,216.9%
VST vs WU
-37.0%
+1,253.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +8.9% | -0.8% | +9.7% | +9.1% |
| 30D | +6.2% | -1.1% | +7.3% | +6.4% |
| 3M | -2.7% | -3.9% | +1.1% | -3.0% |
| 6M | -8.4% | -20.7% | +12.3% | -4.4% |
| YTD | -7.2% | -18.4% | +11.2% | -4.2% |
| 1Y | -20.9% | -8.1% | -12.8% | -21.4% |
| 3Y | +384.0% | -24.2% | +408.2% | +392.9% |
| 5Y | +757.1% | -50.4% | +807.5% | +890.7% |
| All | +1,216.9% | -37.0% | +1,253.8% | +1,236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 all: compounded portfolio wealth divided by compounded WU 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…
all analysis · Full analysis span regression · 6 months rolling