-26.0%
WST vs VEU
+56.2%
-82.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.3% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -4.3% | +0.7% | -5.0% | -4.8% |
| 3M | +0.7% | +4.7% | -3.9% | -3.2% |
| 6M | +36.0% | +11.6% | +24.4% | +23.2% |
| YTD | +22.7% | +16.8% | +5.9% | +6.8% |
| 1Y | +34.1% | +24.9% | +9.2% | +10.2% |
| 3Y | -13.6% | +75.7% | -89.3% | -48.9% |
| 5Y | -26.0% | +56.1% | -82.1% | -55.5% |
| All | -26.0% | +56.2% | -82.1% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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