+86.3%
VTRS vs WETO
-99.4%
+185.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.8% |
| 7D | -2.2% | -4.3% | +2.1% | -2.2% |
| 30D | +3.3% | -39.9% | +43.2% | +3.4% |
| 3M | +2.0% | -97.9% | +99.9% | +4.1% |
| 6M | +19.9% | -95.0% | +115.0% | +21.4% |
| YTD | +35.7% | -97.2% | +132.9% | +39.6% |
| 1Y | +68.1% | -98.9% | +167.0% | +77.6% |
| All | +86.3% | -99.4% | +185.7% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling