+34.5%
D vs WST
+321.8%
-287.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -1.1% |
| 6M | +7.4% | +36.8% | -29.5% | +2.1% |
| YTD | +15.9% | +23.8% | -8.0% | +11.6% |
| 1Y | +18.1% | +37.8% | -19.6% | +11.5% |
| 3Y | +58.4% | -15.9% | +74.3% | +56.6% |
| 5Y | +5.2% | -25.8% | +31.0% | +5.2% |
| All | +34.5% | +321.8% | -287.3% | -14.6% |
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