+207.2%
C vs WST
+449.7%
-242.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +4.7% | +4.9% | -0.1% | +3.8% |
| 30D | +0.2% | +10.7% | -10.5% | -1.7% |
| 3M | -9.3% | +16.8% | -26.2% | -12.1% |
| 6M | -0.8% | +32.0% | -32.8% | -6.2% |
| YTD | +8.5% | +49.9% | -41.4% | -0.4% |
| 1Y | +23.1% | +50.6% | -27.5% | +12.8% |
| 3Y | +220.8% | +21.4% | +199.4% | +189.6% |
| 5Y | +112.4% | -0.6% | +113.0% | +94.8% |
| All | +207.2% | +449.7% | -242.5% | +56.5% |
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