+53.4%
VT vs WST
-0.1%
+53.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | 0.0% |
| 7D | -2.3% | -3.1% | +0.8% | -1.9% |
| 30D | -5.0% | +9.1% | -14.0% | -6.2% |
| 3M | -4.9% | +14.7% | -19.6% | -6.8% |
| 6M | -1.5% | +28.0% | -29.5% | -5.3% |
| YTD | +8.5% | +45.6% | -37.2% | +2.0% |
| 1Y | +11.4% | +45.7% | -34.3% | +4.6% |
| 3Y | +70.1% | +21.1% | +49.0% | +56.1% |
| All | +53.4% | -0.1% | +53.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling