+1,977.6%
WST vs VT
+345.0%
+1,632.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -1.0% |
| 7D | -5.8% | -4.2% | -1.6% | -2.8% |
| 30D | +5.3% | -5.8% | +11.1% | +10.1% |
| 3M | +11.8% | -5.2% | +17.1% | +16.2% |
| 6M | +26.7% | +0.1% | +26.6% | +26.0% |
| YTD | +43.0% | +8.2% | +34.7% | +34.0% |
| 1Y | +38.9% | +10.1% | +28.7% | +28.6% |
| 3Y | +18.2% | +69.7% | -51.5% | -21.5% |
| 5Y | -1.5% | +53.4% | -54.9% | -29.0% |
| 10Y | +439.0% | +219.2% | +219.7% | +128.5% |
| All | +1,977.6% | +345.0% | +1,632.6% | +545.3% |
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 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