-4.6%
DOW vs WST
+298.4%
-303.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -6.8% | +1.4% | -8.2% | -7.1% |
| 30D | +10.8% | +12.7% | -2.0% | +8.3% |
| 3M | +4.1% | +17.2% | -13.0% | +1.1% |
| 6M | -12.7% | +26.7% | -39.4% | -16.7% |
| YTD | +39.2% | +50.3% | -11.1% | +28.1% |
| 1Y | +49.5% | +50.2% | -0.8% | +37.5% |
| 3Y | -24.4% | +21.7% | -46.1% | -31.4% |
| 5Y | -29.6% | +2.0% | -31.6% | -35.2% |
| All | -4.6% | +298.4% | -303.0% | -54.3% |
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