+373.4%
VST vs WWD
+166.3%
+207.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +2.9% |
| 7D | +8.9% | +1.3% | +7.6% | +8.0% |
| 30D | +6.2% | -7.2% | +13.4% | +11.1% |
| 3M | -2.7% | -3.8% | +1.1% | -1.7% |
| 6M | -8.4% | -9.9% | +1.6% | -4.1% |
| YTD | -7.2% | +14.8% | -22.0% | -20.0% |
| 1Y | -20.9% | +42.1% | -63.0% | -43.9% |
| All | +373.4% | +166.3% | +207.1% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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