+1,008.4%
ASX vs WST
+449.7%
+558.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +22.1% | +4.9% | +17.2% | +20.7% |
| 30D | -23.8% | +10.7% | -34.4% | -25.5% |
| 3M | -7.6% | +16.8% | -24.4% | -11.0% |
| 6M | +6.9% | +32.0% | -25.0% | -0.2% |
| YTD | +127.7% | +49.9% | +77.7% | +104.5% |
| 1Y | +144.5% | +50.6% | +93.9% | +119.1% |
| 3Y | +377.8% | +21.4% | +356.4% | +319.8% |
| 5Y | +498.2% | -0.6% | +498.8% | +447.7% |
| All | +1,008.4% | +449.7% | +558.7% | +440.6% |
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