+11.3%
WST vs VLTO
+56.3%
-45.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +1.4% | +1.6% | -0.3% | +0.9% |
| 30D | +12.7% | +22.0% | -9.2% | +5.4% |
| 3M | +17.2% | +21.9% | -4.7% | +9.5% |
| 6M | +26.7% | +36.5% | -9.8% | +13.5% |
| YTD | +50.3% | +19.0% | +31.3% | +41.1% |
| 1Y | +50.2% | +21.0% | +29.2% | +40.3% |
| 3Y | +21.7% | +69.9% | -48.2% | +3.2% |
| All | +11.3% | +56.3% | -45.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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