+140.1%
VIAV vs WST
-27.5%
+167.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +13.6% | -1.7% | +15.2% | +13.9% |
| 30D | +5.3% | -4.3% | +9.6% | +6.1% |
| 3M | -15.6% | +0.7% | -16.4% | -15.8% |
| 6M | +34.0% | +36.0% | -2.0% | +26.6% |
| YTD | +119.9% | +22.7% | +97.1% | +110.9% |
| 1Y | +235.2% | +34.1% | +201.1% | +215.6% |
| 3Y | +299.8% | -13.6% | +313.4% | +292.8% |
| 5Y | +140.1% | -26.0% | +166.1% | +139.5% |
| All | +140.1% | -27.5% | +167.6% | +139.5% |
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