+897.3%
VST vs WWD
+428.4%
+469.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.2% | -3.6% |
| 7D | -19.9% | -2.6% | -17.3% | -19.0% |
| 30D | -29.7% | -7.7% | -21.9% | -27.1% |
| 3M | -19.6% | -17.7% | -1.8% | -12.7% |
| 6M | -29.4% | -15.9% | -13.5% | -24.5% |
| YTD | -29.7% | +1.8% | -31.5% | -31.3% |
| 1Y | -40.0% | +17.4% | -57.5% | -45.2% |
| 3Y | +231.0% | +137.1% | +93.9% | +134.7% |
| 5Y | +500.1% | +162.4% | +337.7% | +300.5% |
| 10Y | +1,004.2% | +452.5% | +551.7% | +487.0% |
| All | +897.3% | +428.4% | +469.0% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling