+55.5%
AR vs WST
+452.9%
-397.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +4.5% | +12.4% | -7.9% | +2.9% |
| 3M | +1.0% | +17.6% | -16.6% | -1.2% |
| 6M | +4.4% | +28.3% | -23.8% | +0.9% |
| YTD | +10.9% | +50.5% | -39.6% | +4.3% |
| 1Y | +8.6% | +49.4% | -40.8% | +2.2% |
| 3Y | +48.5% | +21.9% | +26.6% | +37.2% |
| 5Y | +95.7% | +0.4% | +95.4% | +79.7% |
| 10Y | +55.5% | +451.5% | -396.1% | +3.0% |
| All | +55.5% | +452.9% | -397.4% | +3.0% |
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