+382.9%
VUG vs WST
+448.5%
-65.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | -3.4% | -3.1% | -0.3% | -2.6% |
| 30D | -11.1% | +9.1% | -20.2% | -13.1% |
| 3M | -7.2% | +14.7% | -21.9% | -10.7% |
| 6M | -4.1% | +28.0% | -32.1% | -10.7% |
| YTD | +1.4% | +45.6% | -44.3% | -9.5% |
| 1Y | +1.9% | +45.7% | -43.8% | -9.1% |
| 3Y | +77.7% | +21.1% | +56.7% | +52.8% |
| 5Y | +57.6% | +0.3% | +57.3% | +42.0% |
| All | +382.9% | +448.5% | -65.6% | +129.7% |
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