+365.7%
ALL vs WST
+322.7%
+43.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -1.5% | -3.1% | +1.7% | -1.1% |
| 3M | +23.6% | +7.2% | +16.4% | +22.2% |
| 6M | +22.3% | +36.8% | -14.5% | +16.3% |
| YTD | +26.5% | +23.8% | +2.7% | +21.9% |
| 1Y | +27.0% | +37.8% | -10.8% | +19.9% |
| 3Y | +149.6% | -15.9% | +165.5% | +147.3% |
| 5Y | +118.1% | -25.8% | +143.9% | +118.4% |
| All | +365.7% | +322.7% | +43.0% | +178.2% |
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