+157.4%
ALL vs WST
+1.5%
+155.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.6% | +1.1% | -3.6% | -2.6% |
| 30D | +12.7% | +12.4% | +0.3% | +11.9% |
| 3M | +0.4% | +17.6% | -17.2% | -0.7% |
| 6M | +23.8% | +28.3% | -4.5% | +21.6% |
| YTD | +27.8% | +50.5% | -22.7% | +23.9% |
| 1Y | +28.9% | +49.4% | -20.5% | +25.0% |
| 3Y | +113.9% | +21.9% | +92.0% | +105.7% |
| 5Y | +157.4% | +0.4% | +157.0% | +139.8% |
| All | +157.4% | +1.5% | +155.9% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling