+68.2%
DD vs WST
+321.8%
-253.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -7.4% | -4.6% | -2.8% | -6.4% |
| 3M | -6.4% | +5.7% | -12.1% | -7.8% |
| 6M | -2.5% | +37.6% | -40.0% | -10.0% |
| YTD | +10.2% | +23.0% | -12.8% | +4.2% |
| 1Y | +36.9% | +33.8% | +3.1% | +26.5% |
| 3Y | +47.0% | -13.4% | +60.4% | +42.5% |
| 5Y | +63.1% | -27.0% | +90.1% | +62.6% |
| 10Y | +68.2% | +324.5% | -256.4% | -8.9% |
| All | +68.2% | +321.8% | -253.7% | -8.9% |
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