+74.3%
F vs WST
+446.4%
-372.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | +1.4% | -0.4% | +0.7% |
| 30D | +2.1% | +12.7% | -10.6% | -0.3% |
| 3M | -10.3% | +17.2% | -27.4% | -13.1% |
| 6M | +3.3% | +26.7% | -23.4% | -1.8% |
| YTD | -2.0% | +50.3% | -52.3% | -10.4% |
| 1Y | -2.3% | +50.2% | -52.5% | -10.7% |
| 3Y | +49.9% | +21.7% | +28.2% | +35.9% |
| 5Y | -12.5% | +2.0% | -14.5% | -20.9% |
| 10Y | +74.3% | +451.1% | -376.8% | +14.5% |
| All | +74.3% | +446.4% | -372.1% | +14.5% |
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