+809.9%
AU vs WST
+449.7%
+360.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | -1.1% | +4.9% | -5.9% | -1.6% |
| 30D | -4.4% | +10.7% | -15.1% | -5.6% |
| 3M | -10.0% | +16.8% | -26.8% | -11.7% |
| 6M | -14.5% | +32.0% | -46.4% | -17.4% |
| YTD | +6.4% | +49.9% | -43.5% | +0.9% |
| 1Y | +7.7% | +50.6% | -43.0% | +2.1% |
| 3Y | +514.1% | +21.4% | +492.7% | +477.6% |
| 5Y | +386.5% | -0.6% | +387.1% | +350.8% |
| All | +809.9% | +449.7% | +360.2% | +788.0% |
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