-25.4%
WST vs VO
+42.6%
-68.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +0.7% | -0.3% | +1.0% | +1.0% |
| 30D | -3.1% | -0.3% | -2.8% | -2.9% |
| 3M | +7.2% | +2.9% | +4.3% | +4.2% |
| 6M | +36.8% | +9.3% | +27.5% | +25.7% |
| YTD | +23.8% | +14.2% | +9.7% | +9.4% |
| 1Y | +37.8% | +15.3% | +22.5% | +20.7% |
| 3Y | -15.9% | +56.2% | -72.1% | -46.0% |
| All | -25.4% | +42.6% | -68.1% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling