+55.4%
ACWI vs WST
-7.2%
+62.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.2% |
| 7D | -4.0% | -5.8% | +1.8% | -3.2% |
| 30D | -5.8% | +5.3% | -11.1% | -6.5% |
| 3M | -5.0% | +11.8% | -16.8% | -6.6% |
| 6M | +0.7% | +26.7% | -26.0% | -2.9% |
| YTD | +8.4% | +43.0% | -34.5% | +2.3% |
| 1Y | +10.1% | +38.9% | -28.7% | +4.2% |
| 3Y | +70.8% | +18.2% | +52.6% | +57.5% |
| 5Y | +55.4% | -1.5% | +56.9% | +46.3% |
| All | +55.4% | -7.2% | +62.6% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling