+695.1%
WDC vs VST
+1,169.0%
-473.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +7.6% |
| 7D | -3.2% | +10.9% | -14.2% | -7.3% |
| 30D | -19.0% | -15.6% | -3.4% | -13.0% |
| 3M | -28.4% | -7.8% | -20.7% | -26.5% |
| 6M | -39.2% | -12.0% | -27.3% | -35.8% |
| YTD | +82.1% | -16.9% | +99.0% | +96.5% |
| 1Y | +84.7% | -25.1% | +109.7% | +107.3% |
| 3Y | +825.6% | +297.1% | +528.6% | +386.2% |
| 5Y | +608.2% | +641.9% | -33.8% | +180.2% |
| 10Y | +695.1% | +1,142.3% | -447.2% | +179.0% |
| All | +695.1% | +1,169.0% | -473.9% | +179.0% |
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