+303.3%
LOW vs WST
+446.4%
-143.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.7% | +1.4% | +7.3% | +8.3% |
| 30D | +25.5% | +12.7% | +12.7% | +21.6% |
| 3M | +6.6% | +17.2% | -10.6% | +2.2% |
| 6M | +2.4% | +26.7% | -24.2% | -4.0% |
| YTD | -1.7% | +50.3% | -52.0% | -12.5% |
| 1Y | +1.7% | +50.2% | -48.5% | -9.6% |
| 3Y | +26.6% | +21.7% | +4.9% | +10.3% |
| 5Y | +10.1% | +2.0% | +8.1% | -0.9% |
| 10Y | +303.3% | +451.1% | -147.8% | +89.7% |
| All | +303.3% | +446.4% | -143.1% | +89.7% |
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