+417.4%
WDC vs VST
-20.6%
+438.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.3% | +3.3% |
| 7D | +1.7% | +8.9% | -7.2% | -4.5% |
| 30D | -10.0% | +6.2% | -16.2% | -14.0% |
| 3M | -18.8% | -2.7% | -16.0% | -16.1% |
| 6M | +79.0% | -8.4% | +87.4% | +90.0% |
| YTD | +171.6% | -7.2% | +178.8% | +184.7% |
| 1Y | +417.4% | -20.9% | +438.3% | +504.1% |
| All | +417.4% | -20.6% | +438.0% | +504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling