+750.9%
GOOGL vs WST
+321.8%
+429.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -4.4% | -4.6% | +0.2% | -3.3% |
| 3M | -6.8% | +5.7% | -12.5% | -8.4% |
| 6M | +13.6% | +37.6% | -24.0% | +3.4% |
| YTD | +8.3% | +23.0% | -14.7% | +1.3% |
| 1Y | +44.9% | +33.8% | +11.1% | +31.6% |
| 3Y | +150.5% | -13.4% | +163.8% | +142.1% |
| 5Y | +137.7% | -27.0% | +164.7% | +137.6% |
| 10Y | +750.9% | +324.5% | +426.4% | +333.1% |
| All | +750.9% | +321.8% | +429.1% | +333.1% |
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