+620.2%
ADI vs WST
+456.5%
+163.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.1% |
| 7D | +9.5% | +4.2% | +5.2% | +8.2% |
| 30D | -1.4% | +11.2% | -12.6% | -4.3% |
| 3M | +4.7% | +20.4% | -15.6% | -0.8% |
| 6M | -7.4% | +37.9% | -45.3% | -16.1% |
| YTD | +48.1% | +51.8% | -3.7% | +29.7% |
| 1Y | +69.6% | +56.6% | +13.0% | +47.1% |
| 3Y | +144.4% | +24.2% | +120.1% | +107.5% |
| 5Y | +134.1% | +0.7% | +133.5% | +110.8% |
| All | +620.2% | +456.5% | +163.6% | +181.4% |
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