+62.5%
VUG vs WST
+1.0%
+61.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.2% |
| 7D | +2.5% | +4.2% | -1.7% | +1.7% |
| 30D | -6.3% | +11.2% | -17.5% | -8.2% |
| 3M | -6.0% | +20.4% | -26.4% | -9.5% |
| 6M | -3.5% | +37.9% | -41.4% | -9.8% |
| YTD | +3.9% | +51.8% | -47.9% | -5.2% |
| 1Y | +5.1% | +56.6% | -51.5% | -4.9% |
| 3Y | +77.9% | +24.2% | +53.7% | +57.9% |
| All | +62.5% | +1.0% | +61.5% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling