+97.3%
VTR vs WST
+341.6%
-244.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | -1.8% | +0.4% | -2.3% | -1.8% |
| 30D | +4.0% | -2.0% | +6.0% | +4.2% |
| 3M | +7.8% | +4.1% | +3.8% | +7.4% |
| 6M | +6.4% | +47.4% | -41.1% | +2.6% |
| YTD | +18.3% | +25.4% | -7.1% | +15.6% |
| 1Y | +33.9% | +35.3% | -1.4% | +29.6% |
| 3Y | +134.3% | -11.7% | +146.0% | +131.8% |
| 5Y | +90.3% | -24.0% | +114.3% | +84.4% |
| All | +97.3% | +341.6% | -244.3% | +53.6% |
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