+297.0%
VTI vs WST
+332.3%
-35.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | -1.6% | -4.3% | +2.7% | -0.6% |
| 3M | +3.6% | +0.7% | +2.8% | +3.2% |
| 6M | +13.0% | +36.0% | -23.0% | +4.7% |
| YTD | +12.7% | +22.7% | -10.1% | +6.7% |
| 1Y | +18.4% | +34.1% | -15.7% | +9.2% |
| 3Y | +76.4% | -13.6% | +90.0% | +71.4% |
| 5Y | +73.7% | -26.0% | +99.7% | +72.7% |
| All | +297.0% | +332.3% | -35.3% | +120.0% |
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