+570.9%
VTRS vs WST
+12,248.9%
-11,678.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.1% | -0.3% | +0.1% | 0.0% |
| 30D | +1.9% | -4.6% | +6.5% | +3.1% |
| 3M | +5.1% | +5.7% | -0.6% | +3.5% |
| 6M | +20.1% | +37.6% | -17.5% | +10.4% |
| YTD | +36.6% | +23.0% | +13.5% | +28.7% |
| 1Y | +64.1% | +33.8% | +30.3% | +50.7% |
| 3Y | +86.4% | -13.4% | +99.7% | +78.7% |
| 5Y | +40.9% | -27.0% | +67.8% | +37.3% |
| 10Y | -48.7% | +324.5% | -373.3% | -71.8% |
| All | +570.9% | +12,248.9% | -11,678.0% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling