+682.0%
WDC vs VST
+1,153.0%
-471.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +16.3% | +19.2% | -2.9% | +7.6% |
| 30D | -18.3% | -17.2% | -1.1% | -11.4% |
| 3M | -31.4% | -8.1% | -23.3% | -29.5% |
| 6M | -36.3% | -8.1% | -28.1% | -33.9% |
| YTD | +80.8% | -16.3% | +97.1% | +94.5% |
| 1Y | +87.7% | -24.1% | +111.8% | +109.6% |
| 3Y | +819.4% | +300.2% | +519.2% | +380.9% |
| 5Y | +583.2% | +645.9% | -62.7% | +169.4% |
| All | +682.0% | +1,153.0% | -471.1% | +172.7% |
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