+796.3%
AU vs WST
+456.5%
+339.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -7.2% | +4.2% | -11.4% | -7.7% |
| 30D | -2.9% | +11.2% | -14.1% | -4.1% |
| 3M | -8.7% | +20.4% | -29.0% | -10.8% |
| 6M | -14.1% | +37.9% | -52.0% | -17.5% |
| YTD | +4.8% | +51.8% | -47.0% | -0.7% |
| 1Y | +11.9% | +56.6% | -44.7% | +5.6% |
| 3Y | +513.8% | +24.2% | +489.6% | +475.4% |
| 5Y | +379.3% | +0.7% | +378.6% | +343.3% |
| All | +796.3% | +456.5% | +339.8% | +773.3% |
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