+2,271.9%
D vs WST
+12,330.1%
-10,058.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.5% | +0.7% | +0.7% | +1.3% |
| 30D | -2.6% | -3.1% | +0.6% | -2.1% |
| 3M | 0.0% | +7.2% | -7.2% | -1.2% |
| 6M | +7.4% | +36.8% | -29.5% | +1.7% |
| YTD | +15.9% | +23.8% | -8.0% | +11.3% |
| 1Y | +18.1% | +37.8% | -19.6% | +11.1% |
| 3Y | +58.4% | -15.9% | +74.3% | +55.2% |
| 5Y | +5.2% | -25.8% | +31.0% | +3.2% |
| 10Y | +35.9% | +319.6% | -283.7% | -4.3% |
| All | +2,271.9% | +12,330.1% | -10,058.2% | +973.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling