+163.9%
VTRS vs WST
+24.3%
+139.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | +4.6% | +4.2% | +0.4% | +4.1% |
| 30D | +19.4% | +11.2% | +8.2% | +18.2% |
| 3M | +30.8% | +20.4% | +10.4% | +28.5% |
| 6M | +21.6% | +37.9% | -16.2% | +18.1% |
| YTD | +71.2% | +51.8% | +19.4% | +64.5% |
| 1Y | +97.6% | +56.6% | +41.0% | +89.5% |
| 3Y | +163.9% | +24.2% | +139.7% | +130.4% |
| All | +163.9% | +24.3% | +139.5% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling