+636.2%
ADI vs WST
+446.4%
+189.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -3.2% | +12.7% | -15.9% | -6.4% |
| 3M | +2.8% | +17.2% | -14.4% | -1.9% |
| 6M | -5.0% | +26.7% | -31.7% | -11.8% |
| YTD | +46.3% | +50.3% | -4.0% | +28.6% |
| 1Y | +71.6% | +50.2% | +21.4% | +50.7% |
| 3Y | +139.2% | +21.7% | +117.5% | +104.7% |
| 5Y | +136.4% | +2.0% | +134.4% | +111.2% |
| 10Y | +636.2% | +451.1% | +185.1% | +193.6% |
| All | +636.2% | +446.4% | +189.8% | +193.6% |
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