+370.0%
ALL vs WST
+449.7%
-79.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | 0.0% | +4.9% | -4.9% | -0.7% |
| 30D | +12.8% | +10.7% | +2.1% | +11.2% |
| 3M | +4.7% | +16.8% | -12.1% | +2.3% |
| 6M | +24.9% | +32.0% | -7.0% | +19.8% |
| YTD | +30.0% | +49.9% | -19.9% | +21.8% |
| 1Y | +29.9% | +50.6% | -20.7% | +21.6% |
| 3Y | +117.5% | +21.4% | +96.1% | +101.3% |
| 5Y | +161.7% | -0.6% | +162.3% | +148.0% |
| All | +370.0% | +449.7% | -79.7% | +168.2% |
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 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