+458.6%
WST vs VT
+221.8%
+236.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | +4.2% | +2.4% | +1.9% | +2.3% |
| 30D | +11.2% | -1.5% | +12.7% | +12.6% |
| 3M | +20.4% | -4.1% | +24.5% | +24.4% |
| 6M | +37.9% | +0.6% | +37.3% | +36.5% |
| YTD | +51.8% | +11.0% | +40.8% | +38.3% |
| 1Y | +56.6% | +13.3% | +43.3% | +40.3% |
| 3Y | +24.2% | +73.4% | -49.2% | -23.3% |
| 5Y | +0.7% | +57.4% | -56.8% | -33.0% |
| All | +458.6% | +221.8% | +236.9% | +106.3% |
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