+2,224.4%
WST vs VCLT
+99.5%
+2,124.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +4.9% | -1.9% | +6.8% | +5.1% |
| 30D | +10.7% | +1.4% | +9.2% | +10.5% |
| 3M | +16.8% | -1.8% | +18.6% | +17.1% |
| 6M | +32.0% | -3.9% | +35.9% | +32.7% |
| YTD | +49.9% | -3.9% | +53.8% | +50.8% |
| 1Y | +50.6% | -4.7% | +55.4% | +51.6% |
| 3Y | +21.4% | +14.1% | +7.3% | +19.4% |
| 5Y | -0.6% | -16.6% | +16.0% | -3.9% |
| 10Y | +449.4% | +21.4% | +428.0% | +494.8% |
| All | +2,224.4% | +99.5% | +2,124.9% | +3,202.1% |
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