+207.0%
C vs WST
+456.5%
-249.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.3% |
| 7D | +4.2% | +4.2% | -0.1% | +3.3% |
| 30D | +2.0% | +11.2% | -9.2% | 0.0% |
| 3M | -10.1% | +20.4% | -30.5% | -13.3% |
| 6M | +1.0% | +37.9% | -36.9% | -5.3% |
| YTD | +8.5% | +51.8% | -43.3% | -0.7% |
| 1Y | +25.7% | +56.6% | -30.9% | +14.4% |
| 3Y | +216.0% | +24.2% | +191.8% | +183.8% |
| 5Y | +112.3% | +0.7% | +111.6% | +94.2% |
| All | +207.0% | +456.5% | -249.5% | +56.0% |
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