+335.8%
WST vs VO
+193.0%
+142.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.2% |
| 30D | -4.3% | -1.9% | -2.4% | -2.9% |
| 3M | +0.7% | +3.3% | -2.5% | -1.9% |
| 6M | +36.0% | +9.7% | +26.3% | +26.2% |
| YTD | +22.7% | +12.6% | +10.1% | +11.7% |
| 1Y | +34.1% | +13.6% | +20.5% | +21.2% |
| 3Y | -13.6% | +56.8% | -70.4% | -40.0% |
| 5Y | -26.0% | +42.3% | -68.3% | -44.7% |
| 10Y | +335.8% | +199.2% | +136.6% | +81.2% |
| All | +335.8% | +193.0% | +142.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling