+99.4%
DD vs WST
+449.7%
-350.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +6.7% | +4.9% | +1.9% | +5.6% |
| 30D | +19.4% | +10.7% | +8.7% | +16.6% |
| 3M | +7.6% | +16.8% | -9.2% | +3.7% |
| 6M | +2.9% | +32.0% | -29.1% | -3.9% |
| YTD | +29.9% | +49.9% | -20.1% | +17.1% |
| 1Y | +28.6% | +50.6% | -22.0% | +15.8% |
| 3Y | +90.0% | +21.4% | +68.6% | +68.3% |
| 5Y | +68.1% | -0.6% | +68.7% | +54.4% |
| All | +99.4% | +449.7% | -350.3% | +5.9% |
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