+583.6%
WDC vs VST
+1,112.0%
-528.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.6% | -12.0% | -6.0% |
| 7D | -28.0% | -9.8% | -18.1% | -24.8% |
| 30D | -34.9% | -25.1% | -9.8% | -26.6% |
| 3M | -41.6% | -11.6% | -30.0% | -39.0% |
| 6M | -45.4% | -20.9% | -24.5% | -39.8% |
| YTD | +53.3% | -22.3% | +75.6% | +70.0% |
| 1Y | +61.5% | -32.0% | +93.5% | +88.4% |
| 3Y | +712.3% | +262.4% | +450.0% | +342.4% |
| 5Y | +524.2% | +563.4% | -39.1% | +158.2% |
| All | +583.6% | +1,112.0% | -528.5% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling