+227.1%
ACWI vs WST
+452.5%
-225.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | -2.0% | +12.3% | -14.3% | -4.2% |
| 3M | -2.2% | +17.5% | -19.7% | -5.3% |
| 6M | +1.9% | +28.2% | -26.3% | -3.4% |
| YTD | +12.0% | +50.4% | -38.4% | +2.3% |
| 1Y | +12.5% | +49.3% | -36.8% | +2.8% |
| 3Y | +75.4% | +21.8% | +53.6% | +57.4% |
| 5Y | +61.5% | +0.3% | +61.2% | +49.4% |
| 10Y | +227.1% | +451.2% | -224.0% | +79.3% |
| All | +227.1% | +452.5% | -225.4% | +79.3% |
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 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