+3,604.4%
FIX vs WST
+449.7%
+3,154.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +17.0% | +4.9% | +12.1% | +15.7% |
| 30D | -30.6% | +10.7% | -41.3% | -32.2% |
| 3M | -35.0% | +16.8% | -51.9% | -37.5% |
| 6M | -44.0% | +32.0% | -75.9% | -47.9% |
| YTD | +21.1% | +49.9% | -28.8% | +8.5% |
| 1Y | +16.3% | +50.6% | -34.4% | +3.9% |
| 3Y | +507.4% | +21.4% | +486.0% | +436.4% |
| 5Y | +1,052.1% | -0.6% | +1,052.6% | +964.8% |
| All | +3,604.4% | +449.7% | +3,154.7% | +1,495.0% |
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