+575.2%
WDC vs VST
+866.2%
-291.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -6.2% | -11.2% | -14.7% |
| 7D | -32.3% | -19.9% | -12.4% | -25.4% |
| 30D | -34.9% | -29.7% | -5.2% | -24.3% |
| 3M | -48.4% | -19.6% | -28.9% | -43.8% |
| 6M | -42.4% | -29.4% | -13.0% | -33.2% |
| YTD | +55.5% | -29.7% | +85.2% | +80.6% |
| 1Y | +67.5% | -40.0% | +107.5% | +106.4% |
| 3Y | +727.3% | +231.0% | +496.3% | +372.7% |
| 5Y | +533.3% | +500.1% | +33.3% | +176.7% |
| 10Y | +627.0% | +1,004.2% | -377.2% | +162.5% |
| All | +575.2% | +866.2% | -291.0% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling