+214.8%
B vs WST
+456.5%
-241.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -7.3% | +4.2% | -11.5% | -7.7% |
| 30D | -3.3% | +11.2% | -14.6% | -4.5% |
| 3M | -7.8% | +20.4% | -28.1% | -9.7% |
| 6M | -15.5% | +37.9% | -53.4% | -18.6% |
| YTD | -12.3% | +51.8% | -64.1% | -16.5% |
| 1Y | +5.4% | +56.6% | -51.3% | -0.1% |
| 3Y | +165.5% | +24.2% | +141.3% | +150.5% |
| 5Y | +107.0% | +0.7% | +106.4% | +93.2% |
| All | +214.8% | +456.5% | -241.7% | +181.1% |
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