+26.5%
VTEB vs WST
+530.8%
-504.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -1.6% | -4.6% | +3.0% | -1.6% |
| 3M | -2.0% | +5.7% | -7.7% | -2.1% |
| 6M | -1.7% | +37.6% | -39.3% | -2.0% |
| YTD | -0.6% | +23.0% | -23.6% | -0.8% |
| 1Y | +1.8% | +33.8% | -32.0% | +1.5% |
| 3Y | +9.6% | -13.4% | +22.9% | +9.4% |
| 5Y | +2.1% | -27.0% | +29.0% | +1.8% |
| 10Y | +18.9% | +324.5% | -305.6% | +18.1% |
| All | +26.5% | +530.8% | -504.3% | +26.9% |
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