+1,820.0%
WST vs VCLT
+103.4%
+1,716.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | -3.1% | -0.9% | -2.3% | -3.0% |
| 3M | +7.2% | -3.2% | +10.5% | +7.7% |
| 6M | +36.8% | -3.8% | +40.6% | +37.5% |
| YTD | +23.8% | -2.0% | +25.9% | +24.2% |
| 1Y | +37.8% | -0.8% | +38.6% | +38.0% |
| 3Y | -15.9% | +12.3% | -28.2% | -17.2% |
| 5Y | -25.8% | -15.4% | -10.4% | -28.5% |
| 10Y | +319.6% | +15.7% | +303.9% | +339.6% |
| All | +1,820.0% | +103.4% | +1,716.6% | +2,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling