+1,216.9%
VST vs WY
+8.5%
+1,208.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +8.9% | -1.7% | +10.6% | +9.6% |
| 30D | +6.2% | -10.1% | +16.3% | +10.2% |
| 3M | -2.7% | -5.1% | +2.4% | -1.5% |
| 6M | -8.4% | -4.8% | -3.6% | -7.4% |
| YTD | -7.2% | -0.2% | -7.0% | -7.9% |
| 1Y | -20.9% | -6.6% | -14.3% | -20.1% |
| 3Y | +384.0% | -22.7% | +406.7% | +412.6% |
| 5Y | +757.1% | -22.2% | +779.3% | +790.3% |
| All | +1,216.9% | +8.5% | +1,208.4% | +1,047.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling