+218.3%
C vs WST
+452.5%
-234.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | +1.0% | -1.4% | -0.6% |
| 30D | -5.3% | +12.3% | -17.6% | -7.4% |
| 3M | -8.0% | +17.5% | -25.5% | -10.9% |
| 6M | -0.3% | +28.2% | -28.4% | -5.2% |
| YTD | +8.6% | +50.4% | -41.8% | -0.3% |
| 1Y | +25.8% | +49.3% | -23.5% | +15.5% |
| 3Y | +221.2% | +21.8% | +199.4% | +189.8% |
| 5Y | +113.6% | +0.3% | +113.2% | +95.4% |
| 10Y | +218.3% | +451.2% | -232.8% | +64.6% |
| All | +218.3% | +452.5% | -234.2% | +64.6% |
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