+451.4%
WST vs VT
+223.7%
+227.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +1.2% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +12.9% | -2.6% | +15.5% | +15.3% |
| 3M | +16.7% | -3.2% | +19.9% | +19.6% |
| 6M | +26.8% | +0.9% | +25.9% | +25.2% |
| YTD | +50.5% | +11.3% | +39.2% | +36.8% |
| 1Y | +52.9% | +14.0% | +38.9% | +36.3% |
| 3Y | +23.9% | +75.8% | -51.9% | -24.3% |
| 5Y | +1.0% | +57.8% | -56.8% | -32.9% |
| 10Y | +451.4% | +219.8% | +231.6% | +104.5% |
| All | +451.4% | +223.7% | +227.7% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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