+636.4%
ADI vs WST
+325.7%
+310.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +2.6% | -1.7% | +4.3% | +3.1% |
| 30D | -4.6% | -4.3% | -0.3% | -3.4% |
| 3M | -9.5% | +0.7% | -10.2% | -9.9% |
| 6M | +14.8% | +36.0% | -21.2% | +4.3% |
| YTD | +35.8% | +22.7% | +13.1% | +26.7% |
| 1Y | +48.9% | +34.1% | +14.8% | +34.7% |
| 3Y | +115.6% | -13.6% | +129.1% | +107.4% |
| 5Y | +135.1% | -26.0% | +161.1% | +134.0% |
| 10Y | +636.4% | +335.8% | +300.7% | +245.8% |
| All | +636.4% | +325.7% | +310.8% | +245.8% |
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