-50.0%
VTRS vs WST
+344.2%
-394.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.2% | +1.8% | -4.0% | -2.5% |
| 30D | +3.3% | -1.7% | +5.0% | +3.6% |
| 3M | +2.0% | +4.9% | -2.9% | +1.1% |
| 6M | +19.9% | +45.5% | -25.6% | +12.3% |
| YTD | +35.7% | +26.1% | +9.6% | +29.9% |
| 1Y | +68.1% | +31.7% | +36.4% | +59.3% |
| 3Y | +87.1% | -12.1% | +99.2% | +82.0% |
| 5Y | +47.6% | -23.6% | +71.2% | +43.4% |
| All | -50.0% | +344.2% | -394.2% | -69.4% |
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