+208.8%
ALLE vs WST
+446.4%
-237.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +25.9% | +12.7% | +13.2% | +22.6% |
| 3M | +14.9% | +17.2% | -2.3% | +10.9% |
| 6M | +42.1% | +26.7% | +15.4% | +34.6% |
| YTD | +20.4% | +50.3% | -29.9% | +9.3% |
| 1Y | +14.9% | +50.2% | -35.4% | +4.2% |
| 3Y | +90.1% | +21.7% | +68.4% | +69.5% |
| 5Y | +53.0% | +2.0% | +50.9% | +39.9% |
| 10Y | +208.8% | +451.1% | -242.3% | +61.5% |
| All | +208.8% | +446.4% | -237.5% | +61.5% |
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