+3,653.2%
FIX vs WST
+441.1%
+3,212.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.6% | +5.0% |
| 7D | -17.5% | -3.1% | -14.4% | -16.7% |
| 30D | -41.6% | +9.1% | -50.7% | -42.8% |
| 3M | -40.6% | +14.7% | -55.3% | -42.6% |
| 6M | -49.4% | +28.0% | -77.4% | -52.6% |
| YTD | +9.2% | +45.6% | -36.5% | -1.6% |
| 1Y | +6.5% | +45.7% | -39.2% | -4.1% |
| 3Y | +448.7% | +21.1% | +427.6% | +383.3% |
| 5Y | +948.7% | +0.3% | +948.4% | +862.1% |
| All | +3,653.2% | +441.1% | +3,212.1% | +1,583.2% |
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