+270.0%
INTC vs WST
+325.7%
-55.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +18.0% | -1.7% | +19.6% | +18.5% |
| 30D | +8.9% | -4.3% | +13.3% | +10.3% |
| 3M | -1.6% | +0.7% | -2.3% | -1.9% |
| 6M | +133.1% | +36.0% | +97.1% | +112.2% |
| YTD | +187.9% | +22.7% | +165.2% | +169.9% |
| 1Y | +334.7% | +34.1% | +300.6% | +296.0% |
| 3Y | +184.2% | -13.6% | +197.7% | +175.1% |
| 5Y | +116.0% | -26.0% | +142.0% | +114.3% |
| 10Y | +270.0% | +335.8% | -65.8% | +69.4% |
| All | +270.0% | +325.7% | -55.7% | +69.4% |
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