+219.2%
ALLE vs WST
+441.1%
-221.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.1% |
| 30D | +25.3% | +9.1% | +16.2% | +22.9% |
| 3M | +10.3% | +14.7% | -4.4% | +6.9% |
| 6M | +38.0% | +28.0% | +10.0% | +30.4% |
| YTD | +17.8% | +45.6% | -27.9% | +7.7% |
| 1Y | +13.6% | +45.7% | -32.1% | +3.8% |
| 3Y | +89.2% | +21.1% | +68.1% | +68.4% |
| 5Y | +51.1% | +0.3% | +50.7% | +38.5% |
| All | +219.2% | +441.1% | -221.9% | +69.8% |
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