+113.4%
VIAV vs WST
-0.5%
+113.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +23.7% | +4.9% | +18.9% | +22.8% |
| 30D | -21.2% | +10.7% | -31.9% | -22.3% |
| 3M | -24.5% | +16.8% | -41.3% | -26.4% |
| 6M | -39.1% | +32.0% | -71.0% | -41.9% |
| YTD | +82.6% | +49.9% | +32.7% | +69.8% |
| 1Y | +82.7% | +50.6% | +32.1% | +69.7% |
| 3Y | +315.1% | +21.4% | +293.6% | +278.9% |
| 5Y | +113.4% | -0.6% | +113.9% | +104.3% |
| All | +113.4% | -0.5% | +113.9% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling