+330.1%
ACWI vs WST
+1,994.4%
-1,664.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -2.6% |
| 7D | -4.0% | -5.8% | +1.8% | -2.2% |
| 30D | -5.8% | +5.3% | -11.1% | -7.4% |
| 3M | -5.0% | +11.8% | -16.8% | -8.5% |
| 6M | +0.7% | +26.7% | -26.0% | -7.1% |
| YTD | +8.4% | +43.0% | -34.5% | -4.6% |
| 1Y | +10.1% | +38.9% | -28.7% | -2.4% |
| 3Y | +70.8% | +18.2% | +52.6% | +44.1% |
| 5Y | +55.4% | -1.5% | +56.9% | +35.8% |
| 10Y | +223.3% | +439.0% | -215.6% | +14.8% |
| All | +330.1% | +1,994.4% | -1,664.2% | -40.0% |
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