+215.3%
ALLE vs WST
+456.5%
-241.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +3.6% | +4.2% | -0.7% | +2.6% |
| 30D | +25.9% | +11.2% | +14.7% | +22.9% |
| 3M | +15.8% | +20.4% | -4.6% | +11.0% |
| 6M | +48.1% | +37.9% | +10.2% | +37.6% |
| YTD | +22.0% | +51.8% | -29.8% | +10.5% |
| 1Y | +18.0% | +56.6% | -38.6% | +6.1% |
| 3Y | +93.1% | +24.2% | +68.9% | +71.2% |
| 5Y | +52.1% | +0.7% | +51.4% | +39.8% |
| All | +215.3% | +456.5% | -241.3% | +64.9% |
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