+43.8%
D vs WST
+466.7%
-423.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.0% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | +10.7% | +12.9% | -2.2% | +8.7% |
| 3M | +2.3% | +16.7% | -14.4% | -0.1% |
| 6M | +12.5% | +26.8% | -14.3% | +8.3% |
| YTD | +20.1% | +50.5% | -30.4% | +12.3% |
| 1Y | +15.6% | +52.9% | -37.3% | +7.7% |
| 3Y | +75.2% | +23.9% | +51.3% | +61.0% |
| 5Y | +14.6% | +1.0% | +13.6% | +7.9% |
| 10Y | +43.8% | +451.4% | -407.6% | -14.7% |
| All | +43.8% | +466.7% | -423.0% | -14.7% |
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