+387.0%
VIAV vs WST
+341.6%
+45.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.1% |
| 7D | +11.2% | +0.4% | +10.8% | +11.0% |
| 30D | -2.6% | -2.0% | -0.6% | -2.2% |
| 3M | -20.1% | +4.1% | -24.2% | -21.1% |
| 6M | +25.8% | +47.4% | -21.6% | +14.2% |
| YTD | +109.9% | +25.4% | +84.5% | +97.2% |
| 1Y | +214.3% | +35.3% | +179.0% | +188.4% |
| 3Y | +281.6% | -11.7% | +293.3% | +268.3% |
| 5Y | +132.6% | -24.0% | +156.6% | +131.0% |
| All | +387.0% | +341.6% | +45.3% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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