+887.2%
ASX vs WST
+446.4%
+440.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -9.1% | +1.4% | -10.5% | -9.2% |
| 30D | -23.6% | +12.7% | -36.3% | -25.6% |
| 3M | -5.6% | +17.2% | -22.8% | -9.2% |
| 6M | +4.7% | +26.7% | -22.0% | -1.3% |
| YTD | +122.6% | +50.3% | +72.3% | +99.8% |
| 1Y | +133.0% | +50.2% | +82.8% | +108.9% |
| 3Y | +367.1% | +21.7% | +345.4% | +310.1% |
| 5Y | +504.7% | +2.0% | +502.7% | +448.2% |
| 10Y | +887.2% | +451.1% | +436.1% | +369.7% |
| All | +887.2% | +446.4% | +440.9% | +369.7% |
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