+183.8%
VXUS vs WST
+1,739.0%
-1,555.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +2.2% | -3.1% | +5.3% | +2.9% |
| 3M | +3.0% | +7.2% | -4.2% | +1.1% |
| 6M | +10.7% | +36.8% | -26.2% | +2.4% |
| YTD | +17.8% | +23.8% | -6.0% | +11.3% |
| 1Y | +27.6% | +37.8% | -10.2% | +17.0% |
| 3Y | +73.3% | -15.9% | +89.2% | +69.2% |
| 5Y | +54.3% | -25.8% | +80.2% | +52.5% |
| 10Y | +149.8% | +319.6% | -169.8% | +21.3% |
| All | +183.8% | +1,739.0% | -1,555.2% | -45.3% |
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