+89.2%
IT vs WST
+456.5%
-367.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | +1.1% | +4.2% | -3.1% | 0.0% |
| 30D | -1.8% | +11.2% | -13.1% | -4.5% |
| 3M | +4.8% | +20.4% | -15.5% | -0.1% |
| 6M | +33.0% | +37.9% | -4.9% | +21.9% |
| YTD | -23.8% | +51.8% | -75.6% | -32.4% |
| 1Y | -16.5% | +56.6% | -73.1% | -26.6% |
| 3Y | -53.6% | +24.2% | -77.9% | -59.9% |
| 5Y | -42.1% | +0.7% | -42.8% | -47.0% |
| All | +89.2% | +456.5% | -367.3% | -13.3% |
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