+2,871.3%
VIAV vs WST
+8,736.7%
-5,865.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -4.6% | +0.7% | -5.3% | -4.9% |
| 30D | -10.4% | -3.1% | -7.2% | -9.3% |
| 3M | -34.5% | +7.2% | -41.7% | -36.7% |
| 6M | +7.0% | +36.8% | -29.8% | -7.2% |
| YTD | +95.6% | +23.8% | +71.8% | +76.0% |
| 1Y | +197.2% | +37.8% | +159.4% | +152.8% |
| 3Y | +232.0% | -15.9% | +247.9% | +209.3% |
| 5Y | +102.2% | -25.8% | +128.0% | +90.6% |
| 10Y | +344.6% | +319.6% | +25.0% | +54.3% |
| All | +2,871.3% | +8,736.7% | -5,865.4% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling