-26.0%
WST vs VCLT
-15.5%
-10.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -4.3% | +0.1% | -4.4% | -4.4% |
| 3M | +0.7% | -2.9% | +3.6% | +2.4% |
| 6M | +36.0% | -4.0% | +40.0% | +39.1% |
| YTD | +22.7% | -2.2% | +25.0% | +24.3% |
| 1Y | +34.1% | -2.6% | +36.7% | +36.1% |
| 3Y | -13.6% | +12.3% | -25.8% | -20.9% |
| 5Y | -26.0% | -16.4% | -9.6% | -22.5% |
| All | -26.0% | -15.5% | -10.4% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling