+208.6%
B vs WST
+446.4%
-237.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | +7.1% | +1.4% | +5.8% | +7.0% |
| 30D | -3.3% | +12.7% | -16.1% | -4.6% |
| 3M | -2.5% | +17.2% | -19.7% | -4.3% |
| 6M | -7.2% | +26.7% | -33.9% | -9.7% |
| YTD | -7.4% | +50.3% | -57.6% | -11.7% |
| 1Y | +16.4% | +50.2% | -33.8% | +10.9% |
| 3Y | +178.7% | +21.7% | +157.0% | +163.6% |
| 5Y | +121.7% | +2.0% | +119.7% | +106.7% |
| 10Y | +208.6% | +451.1% | -242.5% | +170.7% |
| All | +208.6% | +446.4% | -237.8% | +170.7% |
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