+132.9%
ADBE vs WST
+449.7%
-316.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -3.2% | +4.9% | -8.1% | -4.8% |
| 30D | +1.0% | +10.7% | -9.7% | -2.5% |
| 3M | -7.8% | +16.8% | -24.6% | -12.8% |
| 6M | -1.0% | +32.0% | -32.9% | -10.5% |
| YTD | -31.8% | +49.9% | -81.8% | -41.8% |
| 1Y | -29.2% | +50.6% | -79.9% | -39.7% |
| 3Y | -60.1% | +21.4% | -81.5% | -67.1% |
| 5Y | -63.7% | -0.6% | -63.2% | -67.5% |
| All | +132.9% | +449.7% | -316.8% | -10.4% |
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