+2,673.6%
VIAV vs WST
+10,597.5%
-7,923.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +23.7% | +4.9% | +18.9% | +21.5% |
| 30D | -21.2% | +10.7% | -31.9% | -24.2% |
| 3M | -24.5% | +16.8% | -41.3% | -29.5% |
| 6M | -39.1% | +32.0% | -71.0% | -46.3% |
| YTD | +82.6% | +49.9% | +32.7% | +51.4% |
| 1Y | +82.7% | +50.6% | +32.1% | +51.0% |
| 3Y | +315.1% | +21.4% | +293.6% | +227.7% |
| 5Y | +113.4% | -0.6% | +113.9% | +76.2% |
| 10Y | +317.2% | +449.4% | -132.2% | +28.3% |
| All | +2,673.6% | +10,597.5% | -7,923.9% | +87.7% |
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