+622.2%
GOOGL vs WST
+466.7%
+155.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.3% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | -18.1% | +12.9% | -30.9% | -20.8% |
| 3M | -18.6% | +16.7% | -35.3% | -22.1% |
| 6M | -28.0% | +26.8% | -54.8% | -32.9% |
| YTD | -7.8% | +50.5% | -58.2% | -18.5% |
| 1Y | +3.6% | +52.9% | -49.3% | -8.9% |
| 3Y | +123.4% | +23.9% | +99.4% | +90.7% |
| 5Y | +95.3% | +1.0% | +94.3% | +76.0% |
| 10Y | +622.2% | +451.4% | +170.8% | +216.5% |
| All | +622.2% | +466.7% | +155.4% | +216.5% |
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