+82.9%
ES vs WST
+441.1%
-358.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.2% |
| 7D | +1.9% | -3.1% | +5.0% | +2.3% |
| 30D | +7.1% | +9.1% | -2.0% | +5.6% |
| 3M | -1.9% | +14.7% | -16.6% | -4.1% |
| 6M | +4.4% | +28.0% | -23.7% | +0.2% |
| YTD | +7.3% | +45.6% | -38.3% | +0.7% |
| 1Y | +2.1% | +45.7% | -43.5% | -4.3% |
| 3Y | +41.8% | +21.1% | +20.8% | +29.9% |
| 5Y | +1.4% | +0.3% | +1.1% | -5.2% |
| All | +82.9% | +441.1% | -358.2% | +7.0% |
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