+98.3%
AGG vs WST
+5,188.8%
-5,090.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | 0.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -0.4% | -3.1% | +2.8% | -0.4% |
| 3M | -0.7% | +7.2% | -7.9% | -0.6% |
| 6M | -1.5% | +36.8% | -38.3% | -1.4% |
| YTD | -0.3% | +23.8% | -24.1% | -0.2% |
| 1Y | +1.3% | +37.8% | -36.5% | +1.4% |
| 3Y | +13.2% | -15.9% | +29.1% | +13.2% |
| 5Y | -1.4% | -25.8% | +24.4% | -1.9% |
| 10Y | +14.9% | +319.6% | -304.7% | +18.4% |
| All | +98.3% | +5,188.8% | -5,090.5% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling