+861.6%
ASX vs WST
+321.8%
+539.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.7% | +0.7% | -1.5% | -0.9% |
| 30D | +2.0% | -3.1% | +5.1% | +2.7% |
| 3M | -1.3% | +7.2% | -8.5% | -3.1% |
| 6M | +71.4% | +36.8% | +34.6% | +57.9% |
| YTD | +135.3% | +23.8% | +111.5% | +121.5% |
| 1Y | +267.5% | +37.8% | +229.7% | +234.9% |
| 3Y | +388.5% | -15.9% | +404.4% | +379.7% |
| 5Y | +417.1% | -25.8% | +442.9% | +414.0% |
| All | +861.6% | +321.8% | +539.8% | +432.6% |
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