+200.1%
EXC vs WST
+452.9%
-252.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | +1.1% | -2.4% | -1.6% |
| 30D | +8.3% | +12.4% | -4.1% | +6.2% |
| 3M | +2.6% | +17.6% | -15.0% | -0.2% |
| 6M | +5.2% | +28.3% | -23.1% | +0.7% |
| YTD | +7.5% | +50.5% | -43.0% | -0.3% |
| 1Y | +3.2% | +49.4% | -46.2% | -4.3% |
| 3Y | +29.5% | +21.9% | +7.7% | +18.2% |
| 5Y | +39.7% | +0.4% | +39.3% | +30.9% |
| 10Y | +200.1% | +451.5% | -251.4% | +66.6% |
| All | +200.1% | +452.9% | -252.8% | +66.6% |
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