+1,199.2%
VUG vs WST
+5,651.3%
-4,452.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +4.4% | +4.9% | -0.5% | +2.9% |
| 30D | -7.3% | +10.7% | -18.0% | -10.3% |
| 3M | -4.2% | +16.8% | -21.1% | -9.0% |
| 6M | -1.6% | +32.0% | -33.5% | -10.3% |
| YTD | +4.9% | +49.9% | -45.0% | -9.1% |
| 1Y | +3.8% | +50.6% | -46.8% | -10.3% |
| 3Y | +79.4% | +21.4% | +58.0% | +51.1% |
| 5Y | +63.9% | -0.6% | +64.5% | +44.8% |
| 10Y | +404.0% | +449.4% | -45.4% | +126.0% |
| All | +1,199.2% | +5,651.3% | -4,452.1% | +173.5% |
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