+48.3%
D vs WST
+446.4%
-398.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | +10.9% | +12.7% | -1.8% | +8.9% |
| 3M | +2.8% | +17.2% | -14.3% | +0.4% |
| 6M | +12.7% | +26.7% | -14.0% | +8.6% |
| YTD | +20.3% | +50.3% | -30.0% | +12.5% |
| 1Y | +17.1% | +50.2% | -33.1% | +9.5% |
| 3Y | +75.1% | +21.7% | +53.4% | +61.6% |
| 5Y | +13.1% | +2.0% | +11.1% | +6.2% |
| 10Y | +48.3% | +451.1% | -402.8% | -11.2% |
| All | +48.3% | +446.4% | -398.1% | -11.2% |
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