+21.1%
WST vs VO
+60.2%
-39.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.1% | -2.6% | -0.6% | -1.1% |
| 30D | +9.1% | -0.9% | +10.0% | +10.0% |
| 3M | +14.7% | -3.0% | +17.7% | +17.4% |
| 6M | +28.0% | +2.2% | +25.8% | +25.5% |
| YTD | +45.6% | +10.6% | +35.1% | +34.5% |
| 1Y | +45.7% | +12.5% | +33.1% | +32.8% |
| 3Y | +21.1% | +61.4% | -40.3% | -18.9% |
| All | +21.1% | +60.2% | -39.1% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling