-8.3%
WST vs VLTO
+27.2%
-35.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +0.7% | -2.3% | +3.0% | +1.5% |
| 30D | -3.1% | -0.9% | -2.3% | -2.9% |
| 3M | +7.2% | +13.8% | -6.6% | +2.2% |
| 6M | +36.8% | +2.0% | +34.8% | +35.4% |
| YTD | +23.8% | -3.2% | +27.0% | +24.7% |
| 1Y | +37.8% | -9.2% | +46.9% | +41.5% |
| All | -8.3% | +27.2% | -35.5% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling