+1,250.4%
VUG vs WST
+4,650.9%
-3,400.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | -0.3% | -3.1% | +2.8% | +0.6% |
| 3M | -0.7% | +7.2% | -7.9% | -3.1% |
| 6M | +14.6% | +36.8% | -22.2% | +2.8% |
| YTD | +9.0% | +23.8% | -14.8% | +0.5% |
| 1Y | +14.9% | +37.8% | -22.9% | +1.6% |
| 3Y | +86.0% | -15.9% | +101.9% | +78.0% |
| 5Y | +76.7% | -25.8% | +102.5% | +72.1% |
| 10Y | +411.3% | +319.6% | +91.7% | +150.2% |
| All | +1,250.4% | +4,650.9% | -3,400.5% | +202.2% |
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