+186.7%
B vs WST
+441.1%
-254.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.3% |
| 7D | +9.6% | -3.1% | +12.7% | +10.0% |
| 30D | +3.5% | +9.1% | -5.6% | +2.5% |
| 3M | -1.6% | +14.7% | -16.3% | -3.1% |
| 6M | -1.7% | +28.0% | -29.7% | -4.4% |
| YTD | -5.3% | +45.6% | -51.0% | -9.5% |
| 1Y | +27.2% | +45.7% | -18.4% | +21.6% |
| 3Y | +166.1% | +21.1% | +145.0% | +151.4% |
| 5Y | +136.5% | +0.3% | +136.2% | +120.9% |
| All | +186.7% | +441.1% | -254.5% | +147.8% |
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