+222.7%
B vs WST
+452.9%
-230.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | +1.1% | -3.7% | -2.8% |
| 30D | -4.3% | +12.4% | -16.7% | -5.6% |
| 3M | -2.3% | +17.6% | -19.9% | -4.1% |
| 6M | -16.2% | +28.3% | -44.5% | -18.6% |
| YTD | -8.8% | +50.5% | -59.3% | -13.1% |
| 1Y | +11.4% | +49.4% | -38.0% | +6.1% |
| 3Y | +174.3% | +21.9% | +152.4% | +159.4% |
| 5Y | +116.2% | +0.4% | +115.8% | +101.8% |
| 10Y | +222.7% | +451.5% | -228.8% | +186.1% |
| All | +222.7% | +452.9% | -230.1% | +186.1% |
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