+1,155.8%
VUG vs WST
+5,487.1%
-4,331.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -3.4% | -3.1% | -0.3% | -2.4% |
| 30D | -11.1% | +9.1% | -20.2% | -13.5% |
| 3M | -7.2% | +14.7% | -21.9% | -11.3% |
| 6M | -4.1% | +28.0% | -32.1% | -11.8% |
| YTD | +1.4% | +45.6% | -44.3% | -11.3% |
| 1Y | +1.9% | +45.7% | -43.8% | -11.0% |
| 3Y | +77.7% | +21.1% | +56.7% | +49.4% |
| 5Y | +57.6% | +0.3% | +57.3% | +38.5% |
| 10Y | +398.6% | +449.0% | -50.5% | +123.2% |
| All | +1,155.8% | +5,487.1% | -4,331.3% | +166.7% |
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 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