+356.8%
ACWI vs WST
+1,714.2%
-1,357.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +0.9% | -3.1% | +4.0% | +1.8% |
| 3M | +2.4% | +7.2% | -4.8% | -0.1% |
| 6M | +12.4% | +36.8% | -24.4% | +0.7% |
| YTD | +15.2% | +23.8% | -8.7% | +6.2% |
| 1Y | +22.7% | +37.8% | -15.1% | +8.5% |
| 3Y | +75.8% | -15.9% | +91.7% | +68.3% |
| 5Y | +67.7% | -25.8% | +93.5% | +63.1% |
| 10Y | +229.0% | +319.6% | -90.6% | +29.0% |
| All | +356.8% | +1,714.2% | -1,357.3% | -33.2% |
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