+374.8%
ALL vs WST
+441.1%
-66.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.3% | -4.7% |
| 7D | -1.9% | -3.1% | +1.2% | -1.5% |
| 30D | +13.8% | +9.1% | +4.7% | +12.4% |
| 3M | -7.0% | +14.7% | -21.7% | -8.9% |
| 6M | +18.0% | +28.0% | -10.0% | +13.6% |
| YTD | +24.2% | +45.6% | -21.5% | +16.8% |
| 1Y | +31.2% | +45.7% | -14.5% | +23.3% |
| 3Y | +107.5% | +21.1% | +86.5% | +91.5% |
| 5Y | +144.8% | +0.3% | +144.5% | +130.3% |
| All | +374.8% | +441.1% | -66.4% | +174.8% |
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