+740.0%
VTV vs WST
+5,722.9%
-4,982.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +2.9% | +4.2% | -1.3% | +1.7% |
| 30D | +3.8% | +11.2% | -7.4% | +0.8% |
| 3M | +1.6% | +20.4% | -18.8% | -3.6% |
| 6M | +11.2% | +37.9% | -26.7% | +1.3% |
| YTD | +22.0% | +51.8% | -29.8% | +7.4% |
| 1Y | +24.9% | +56.6% | -31.7% | +8.8% |
| 3Y | +78.5% | +24.2% | +54.2% | +52.7% |
| 5Y | +77.8% | +0.7% | +77.1% | +57.4% |
| 10Y | +231.1% | +456.3% | -225.2% | +44.6% |
| All | +740.0% | +5,722.9% | -4,982.9% | +66.2% |
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 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