+223.5%
C vs WST
+441.1%
-217.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -2.4% | -3.1% | +0.7% | -1.8% |
| 30D | -6.0% | +9.1% | -15.1% | -7.5% |
| 3M | -10.5% | +14.7% | -25.2% | -12.9% |
| 6M | -5.7% | +28.0% | -33.7% | -10.3% |
| YTD | +4.1% | +45.6% | -41.5% | -3.9% |
| 1Y | +20.5% | +45.7% | -25.2% | +11.1% |
| 3Y | +208.1% | +21.1% | +187.0% | +177.6% |
| 5Y | +110.4% | +0.3% | +110.1% | +91.9% |
| All | +223.5% | +441.1% | -217.6% | +70.7% |
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