+1,479.7%
VTR vs WST
+8,443.6%
-6,963.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.7% | +4.9% | -4.2% | -0.5% |
| 30D | +6.9% | +10.7% | -3.8% | +4.2% |
| 3M | +1.3% | +16.8% | -15.5% | -2.7% |
| 6M | +2.5% | +32.0% | -29.5% | -4.8% |
| YTD | +18.0% | +49.9% | -31.9% | +5.4% |
| 1Y | +19.5% | +50.6% | -31.2% | +6.3% |
| 3Y | +130.2% | +21.4% | +108.8% | +99.9% |
| 5Y | +93.8% | -0.6% | +94.4% | +72.8% |
| 10Y | +131.5% | +449.4% | -318.0% | +6.5% |
| All | +1,479.7% | +8,443.6% | -6,963.9% | +224.5% |
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 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