+84.8%
VTRS vs WST
+1.0%
+83.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +4.6% | +4.2% | +0.4% | +4.0% |
| 30D | +19.4% | +11.2% | +8.2% | +17.7% |
| 3M | +30.8% | +20.4% | +10.4% | +27.5% |
| 6M | +21.6% | +37.9% | -16.2% | +16.4% |
| YTD | +71.2% | +51.8% | +19.4% | +61.2% |
| 1Y | +97.6% | +56.6% | +41.0% | +85.3% |
| 3Y | +163.9% | +24.2% | +139.7% | +142.2% |
| All | +84.8% | +1.0% | +83.9% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling