+2,063.9%
WST vs VT
+363.9%
+1,700.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.8% |
| 7D | +1.3% | -0.3% | +1.6% | +1.5% |
| 30D | +8.5% | -1.4% | +9.9% | +9.6% |
| 3M | +17.2% | -1.4% | +18.6% | +18.3% |
| 6M | +36.3% | +5.5% | +30.8% | +30.3% |
| YTD | +48.9% | +12.8% | +36.1% | +35.3% |
| 1Y | +42.9% | +15.4% | +27.5% | +27.8% |
| 3Y | +23.1% | +76.9% | -53.8% | -20.8% |
| 5Y | -4.4% | +60.4% | -64.8% | -33.3% |
| 10Y | +461.3% | +232.8% | +228.6% | +130.7% |
| All | +2,063.9% | +363.9% | +1,700.0% | +551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling