+918.2%
VZ vs WST
+14,250.0%
-13,331.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.5% |
| 7D | +5.6% | -5.8% | +11.4% | +6.5% |
| 30D | +1.9% | +5.3% | -3.5% | +1.0% |
| 3M | +0.8% | +11.8% | -11.0% | -1.0% |
| 6M | +0.6% | +26.7% | -26.1% | -3.2% |
| YTD | +20.8% | +43.0% | -22.2% | +13.6% |
| 1Y | +23.9% | +38.9% | -14.9% | +17.0% |
| 3Y | +55.7% | +18.2% | +37.5% | +43.9% |
| 5Y | +21.5% | -1.5% | +23.1% | +13.5% |
| 10Y | +68.5% | +439.0% | -370.5% | +9.2% |
| All | +918.2% | +14,250.0% | -13,331.8% | +282.3% |
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 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