+213.7%
VT vs WST
+441.1%
-227.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.1% |
| 7D | -2.3% | -3.1% | +0.8% | -1.7% |
| 30D | -5.0% | +9.1% | -14.0% | -6.6% |
| 3M | -4.9% | +14.7% | -19.6% | -7.5% |
| 6M | -1.5% | +28.0% | -29.5% | -6.6% |
| YTD | +8.5% | +45.6% | -37.2% | -0.3% |
| 1Y | +11.4% | +45.7% | -34.3% | +2.3% |
| 3Y | +70.1% | +21.1% | +49.0% | +52.4% |
| 5Y | +53.7% | +0.3% | +53.4% | +41.7% |
| All | +213.7% | +441.1% | -227.5% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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