+22.1%
VZ vs WST
+49.3%
-27.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +0.9% | +1.0% | -0.1% | +1.0% |
| 30D | +8.9% | +12.3% | -3.4% | +9.5% |
| 3M | +0.1% | +17.5% | -17.4% | +0.8% |
| 6M | +1.9% | +28.2% | -26.3% | +2.4% |
| YTD | +22.0% | +50.4% | -28.4% | +24.5% |
| 1Y | +22.1% | +49.3% | -27.2% | +24.7% |
| All | +22.1% | +49.3% | -27.2% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling