+767.4%
GOOG vs WST
+341.6%
+425.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -3.6% | -2.0% | -1.6% | -3.1% |
| 3M | -6.4% | +4.1% | -10.5% | -7.6% |
| 6M | +7.8% | +47.4% | -39.7% | -3.5% |
| YTD | +5.5% | +25.4% | -19.9% | -1.7% |
| 1Y | +38.3% | +35.3% | +3.0% | +25.4% |
| 3Y | +143.1% | -11.7% | +154.8% | +134.0% |
| 5Y | +135.0% | -24.0% | +159.0% | +131.6% |
| All | +767.4% | +341.6% | +425.7% | +345.9% |
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 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