+95.8%
AGG vs WST
+6,382.2%
-6,286.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.1% |
| 7D | -1.5% | +4.2% | -5.7% | -1.5% |
| 30D | +0.6% | +11.2% | -10.6% | +0.7% |
| 3M | -1.6% | +20.4% | -22.0% | -1.6% |
| 6M | -1.6% | +37.9% | -39.5% | -1.5% |
| YTD | -1.5% | +51.8% | -53.3% | -1.4% |
| 1Y | -1.1% | +56.6% | -57.7% | -1.0% |
| 3Y | +13.6% | +24.2% | -10.6% | +13.8% |
| 5Y | -1.7% | +0.7% | -2.4% | -1.9% |
| 10Y | +16.1% | +456.3% | -440.1% | +20.0% |
| All | +95.8% | +6,382.2% | -6,286.4% | +115.2% |
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