+3,644.4%
FIX vs WST
+446.4%
+3,198.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -13.9% | +1.4% | -15.3% | -14.1% |
| 30D | -35.5% | +12.7% | -48.3% | -37.4% |
| 3M | -33.9% | +17.2% | -51.1% | -36.5% |
| 6M | -43.3% | +26.7% | -70.0% | -46.7% |
| YTD | +18.7% | +50.3% | -31.6% | +6.2% |
| 1Y | +13.8% | +50.2% | -36.5% | +1.8% |
| 3Y | +495.0% | +21.7% | +473.2% | +425.1% |
| 5Y | +1,049.0% | +2.0% | +1,047.0% | +952.1% |
| 10Y | +3,644.4% | +451.1% | +3,193.3% | +1,530.2% |
| All | +3,644.4% | +446.4% | +3,198.0% | +1,530.2% |
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