+24.2%
WST vs VO
+66.5%
-42.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.2% | +3.1% | +1.1% | +1.8% |
| 30D | +11.2% | +2.2% | +9.0% | +9.4% |
| 3M | +20.4% | -2.5% | +22.9% | +22.7% |
| 6M | +37.9% | +7.0% | +30.9% | +30.4% |
| YTD | +51.8% | +14.0% | +37.8% | +36.9% |
| 1Y | +56.6% | +15.6% | +41.0% | +39.8% |
| 3Y | +24.2% | +66.2% | -42.0% | -18.0% |
| All | +24.2% | +66.5% | -42.3% | -18.0% |
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