-13.4%
WST vs VCLT
+12.2%
-25.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -4.6% | -0.6% | -4.0% | -4.4% |
| 3M | +5.7% | -2.2% | +7.9% | +6.5% |
| 6M | +37.6% | -2.9% | +40.5% | +38.8% |
| YTD | +23.0% | -2.1% | +25.1% | +23.9% |
| 1Y | +33.8% | -2.6% | +36.4% | +34.9% |
| 3Y | -13.4% | +12.5% | -25.9% | -18.8% |
| All | -13.4% | +12.2% | -25.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling