+46.5%
VTRS vs WST
-24.9%
+71.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | +1.4% | -2.0% | +3.4% | +1.6% |
| 3M | +4.6% | +4.1% | +0.6% | +4.1% |
| 6M | +18.1% | +47.4% | -29.4% | +12.2% |
| YTD | +34.7% | +25.4% | +9.3% | +30.3% |
| 1Y | +65.6% | +35.3% | +30.3% | +58.4% |
| 3Y | +83.8% | -11.7% | +95.5% | +78.8% |
| 5Y | +46.5% | -24.0% | +70.5% | +29.3% |
| All | +46.5% | -24.9% | +71.4% | +29.3% |
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