+73.3%
VZ vs WST
+449.7%
-376.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.9% | +4.9% | -3.9% | +0.6% |
| 30D | +6.9% | +10.7% | -3.7% | +6.1% |
| 3M | +0.6% | +16.8% | -16.2% | -0.6% |
| 6M | +0.3% | +32.0% | -31.7% | -1.9% |
| YTD | +21.9% | +49.9% | -28.0% | +17.8% |
| 1Y | +21.7% | +50.6% | -28.9% | +17.5% |
| 3Y | +58.5% | +21.4% | +37.1% | +51.9% |
| 5Y | +22.4% | -0.6% | +23.0% | +18.9% |
| All | +73.3% | +449.7% | -376.4% | +21.5% |
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 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