+39.7%
EXC vs WST
+1.5%
+38.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | +1.1% | -2.4% | -1.5% |
| 30D | +8.3% | +12.4% | -4.1% | +7.2% |
| 3M | +2.6% | +17.6% | -15.0% | +1.1% |
| 6M | +5.2% | +28.3% | -23.1% | +2.8% |
| YTD | +7.5% | +50.5% | -43.0% | +3.3% |
| 1Y | +3.2% | +49.4% | -46.2% | -0.9% |
| 3Y | +29.5% | +21.9% | +7.7% | +23.1% |
| 5Y | +39.7% | +0.4% | +39.3% | +32.9% |
| All | +39.7% | +1.5% | +38.1% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling