+295.0%
VWO vs WST
+3,903.8%
-3,608.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +4.0% | +4.9% | -0.8% | +2.5% |
| 30D | -5.4% | +10.7% | -16.1% | -8.4% |
| 3M | -6.4% | +16.8% | -23.2% | -11.1% |
| 6M | -4.7% | +32.0% | -36.7% | -13.2% |
| YTD | +5.3% | +49.9% | -44.6% | -8.8% |
| 1Y | +4.3% | +50.6% | -46.3% | -10.0% |
| 3Y | +55.9% | +21.4% | +34.5% | +30.6% |
| 5Y | +25.7% | -0.6% | +26.3% | +9.0% |
| 10Y | +111.0% | +449.4% | -338.4% | -24.7% |
| All | +295.0% | +3,903.8% | -3,608.8% | -47.5% |
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