+409.7%
VUG vs WST
+321.8%
+87.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | -1.4% | -4.6% | +3.2% | -0.2% |
| 3M | +2.3% | +5.7% | -3.4% | +0.6% |
| 6M | +15.7% | +37.6% | -21.9% | +5.3% |
| YTD | +8.6% | +23.0% | -14.4% | +1.6% |
| 1Y | +14.1% | +33.8% | -19.8% | +3.6% |
| 3Y | +87.9% | -13.4% | +101.3% | +81.1% |
| 5Y | +76.3% | -27.0% | +103.3% | +76.2% |
| 10Y | +409.7% | +324.5% | +85.1% | +166.8% |
| All | +409.7% | +321.8% | +87.8% | +166.8% |
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