+160.2%
VXUS vs WST
+2,062.7%
-1,902.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.3% |
| 7D | -1.8% | -3.1% | +1.3% | -1.1% |
| 30D | -4.6% | +9.1% | -13.7% | -6.4% |
| 3M | -6.1% | +14.7% | -20.8% | -9.0% |
| 6M | -4.9% | +28.0% | -32.9% | -10.4% |
| YTD | +8.1% | +45.6% | -37.6% | -1.7% |
| 1Y | +12.1% | +45.7% | -33.6% | +1.8% |
| 3Y | +63.9% | +21.1% | +42.8% | +44.8% |
| 5Y | +43.1% | +0.3% | +42.8% | +30.1% |
| 10Y | +139.2% | +449.0% | -309.8% | +7.0% |
| All | +160.2% | +2,062.7% | -1,902.4% | -51.7% |
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