+348.0%
VT vs WST
+1,980.4%
-1,632.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -2.8% |
| 7D | -4.2% | -5.8% | +1.6% | -2.3% |
| 30D | -5.8% | +5.3% | -11.1% | -7.4% |
| 3M | -5.2% | +11.8% | -17.1% | -8.7% |
| 6M | +0.1% | +26.7% | -26.6% | -7.7% |
| YTD | +8.2% | +43.0% | -34.7% | -4.9% |
| 1Y | +10.1% | +38.9% | -28.7% | -2.5% |
| 3Y | +69.7% | +18.2% | +51.5% | +42.8% |
| 5Y | +53.4% | -1.5% | +54.9% | +33.8% |
| 10Y | +219.2% | +439.0% | -219.7% | +9.8% |
| All | +348.0% | +1,980.4% | -1,632.4% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling