+1,238.2%
VST vs WY
+6.9%
+1,231.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +2.1% |
| 7D | +9.9% | -2.1% | +11.9% | +10.7% |
| 30D | +7.9% | -10.5% | +18.4% | +12.2% |
| 3M | +3.4% | -4.9% | +8.3% | +4.6% |
| 6M | -4.1% | -4.9% | +0.8% | -3.0% |
| YTD | -5.7% | -1.7% | -4.0% | -5.9% |
| 1Y | -18.9% | -9.4% | -9.5% | -17.1% |
| 3Y | +359.1% | -22.3% | +381.4% | +385.0% |
| 5Y | +766.9% | -20.5% | +787.4% | +792.6% |
| All | +1,238.2% | +6.9% | +1,231.3% | +1,072.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling