+1,474.1%
VTR vs WST
+6,911.4%
-5,437.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -3.7% | -4.6% | +0.9% | -2.6% |
| 3M | +13.5% | +5.7% | +7.8% | +11.7% |
| 6M | +7.2% | +37.6% | -30.4% | -1.7% |
| YTD | +17.6% | +23.0% | -5.5% | +10.4% |
| 1Y | +35.4% | +33.8% | +1.6% | +23.6% |
| 3Y | +132.8% | -13.4% | +146.2% | +121.6% |
| 5Y | +88.7% | -27.0% | +115.6% | +82.5% |
| 10Y | +87.6% | +324.5% | -236.9% | -7.4% |
| All | +1,474.1% | +6,911.4% | -5,437.3% | +240.1% |
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