+14.2%
AGG vs WST
+341.6%
-327.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.7% |
| 7D | -0.9% | +0.4% | -1.4% | -0.9% |
| 30D | -1.0% | -2.0% | +1.1% | -0.9% |
| 3M | -1.3% | +4.1% | -5.4% | -1.3% |
| 6M | -2.1% | +47.4% | -49.5% | -2.5% |
| YTD | -1.2% | +25.4% | -26.6% | -1.5% |
| 1Y | -0.5% | +35.3% | -35.8% | -0.8% |
| 3Y | +12.4% | -11.7% | +24.1% | +12.2% |
| 5Y | -2.4% | -24.0% | +21.6% | -3.4% |
| All | +14.2% | +341.6% | -327.4% | +16.6% |
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