+434.7%
WST vs VT
+215.5%
+219.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.7% |
| 7D | -3.1% | -2.3% | -0.8% | -1.2% |
| 30D | +9.1% | -5.0% | +14.0% | +13.6% |
| 3M | +14.7% | -4.9% | +19.6% | +19.2% |
| 6M | +28.0% | -1.5% | +29.5% | +28.9% |
| YTD | +45.6% | +8.5% | +37.2% | +35.2% |
| 1Y | +45.7% | +11.4% | +34.3% | +32.3% |
| 3Y | +21.1% | +70.1% | -49.0% | -24.0% |
| 5Y | +0.3% | +53.7% | -53.4% | -31.9% |
| All | +434.7% | +215.5% | +219.2% | +99.6% |
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