+87.4%
DD vs WST
+448.5%
-361.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | +4.6% | -3.1% | +7.7% | +5.4% |
| 30D | +11.8% | +9.1% | +2.7% | +9.5% |
| 3M | +2.2% | +14.7% | -12.5% | -1.1% |
| 6M | -1.6% | +28.0% | -29.6% | -7.5% |
| YTD | +23.0% | +45.6% | -22.6% | +11.7% |
| 1Y | +26.9% | +45.7% | -18.7% | +15.1% |
| 3Y | +77.9% | +21.1% | +56.8% | +57.2% |
| 5Y | +59.9% | +0.3% | +59.6% | +45.8% |
| All | +87.4% | +448.5% | -361.1% | -0.6% |
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