+53.4%
VT vs WST
-7.2%
+60.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -3.5% |
| 7D | -4.2% | -5.8% | +1.6% | -3.3% |
| 30D | -5.8% | +5.3% | -11.1% | -6.5% |
| 3M | -5.2% | +11.8% | -17.1% | -6.8% |
| 6M | +0.1% | +26.7% | -26.6% | -3.5% |
| YTD | +8.2% | +43.0% | -34.7% | +2.0% |
| 1Y | +10.1% | +38.9% | -28.7% | +4.2% |
| 3Y | +69.7% | +18.2% | +51.5% | +56.4% |
| 5Y | +53.4% | -1.5% | +54.9% | +44.2% |
| All | +53.4% | -7.2% | +60.6% | +44.2% |
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