+223.0%
VT vs WST
+321.8%
-98.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.0% | -3.1% | +4.1% | +1.6% |
| 3M | +2.4% | +7.2% | -4.8% | +0.8% |
| 6M | +12.0% | +36.8% | -24.8% | +4.5% |
| YTD | +15.3% | +23.8% | -8.5% | +9.6% |
| 1Y | +22.6% | +37.8% | -15.2% | +13.5% |
| 3Y | +74.7% | -15.9% | +90.6% | +71.9% |
| 5Y | +66.1% | -25.8% | +92.0% | +64.9% |
| All | +223.0% | +321.8% | -98.8% | +89.5% |
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