+523.2%
VST vs WWD
+161.2%
+362.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.2% | -3.0% |
| 7D | -19.9% | -2.6% | -17.3% | -18.7% |
| 30D | -29.7% | -7.7% | -21.9% | -26.5% |
| 3M | -19.6% | -17.7% | -1.8% | -11.0% |
| 6M | -29.4% | -15.9% | -13.5% | -23.4% |
| YTD | -29.7% | +1.8% | -31.5% | -32.4% |
| 1Y | -40.0% | +17.4% | -57.5% | -47.3% |
| 3Y | +231.0% | +137.1% | +93.9% | +113.8% |
| All | +523.2% | +161.2% | +362.0% | +266.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling