+152.5%
ADBE vs WST
+321.8%
-169.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | -3.0% | -4.6% | +1.6% | -1.5% |
| 3M | +5.0% | +5.7% | -0.7% | +2.7% |
| 6M | -9.3% | +37.6% | -46.9% | -19.8% |
| YTD | -26.5% | +23.0% | -49.5% | -32.6% |
| 1Y | -28.3% | +33.8% | -62.1% | -36.7% |
| 3Y | -54.1% | -13.4% | -40.7% | -56.3% |
| 5Y | -61.2% | -27.0% | -34.3% | -60.7% |
| 10Y | +152.5% | +324.5% | -172.0% | +18.6% |
| All | +152.5% | +321.8% | -169.3% | +18.6% |
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