+1,491.8%
VTR vs WST
+8,464.1%
-6,972.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | +10.1% | +12.7% | -2.6% | +6.8% |
| 3M | -1.2% | +17.2% | -18.3% | -5.1% |
| 6M | +4.8% | +26.7% | -21.9% | -1.7% |
| YTD | +18.9% | +50.3% | -31.4% | +6.1% |
| 1Y | +21.8% | +50.2% | -28.4% | +8.5% |
| 3Y | +132.0% | +21.7% | +110.3% | +101.3% |
| 5Y | +94.7% | +2.0% | +92.6% | +72.1% |
| 10Y | +136.8% | +451.1% | -314.3% | +8.9% |
| All | +1,491.8% | +8,464.1% | -6,972.3% | +226.8% |
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