+91.4%
IT vs WST
+325.7%
-234.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -9.1% | -1.7% | -7.5% | -8.7% |
| 30D | -12.2% | -4.3% | -7.8% | -11.2% |
| 3M | +7.8% | +0.7% | +7.1% | +7.4% |
| 6M | +2.0% | +36.0% | -34.0% | -6.8% |
| YTD | -32.7% | +22.7% | -55.5% | -36.9% |
| 1Y | -31.1% | +34.1% | -65.2% | -37.2% |
| 3Y | -52.1% | -13.6% | -38.5% | -53.7% |
| 5Y | -46.3% | -26.0% | -20.3% | -46.2% |
| 10Y | +91.4% | +335.8% | -244.4% | -1.5% |
| All | +91.4% | +325.7% | -234.3% | -1.5% |
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