-8.1%
M vs WST
+456.5%
-464.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +7.0% | +4.2% | +2.8% | +6.2% |
| 30D | +8.9% | +11.2% | -2.3% | +6.7% |
| 3M | +4.5% | +20.4% | -15.9% | +0.7% |
| 6M | +36.2% | +37.9% | -1.7% | +27.7% |
| YTD | +15.1% | +51.8% | -36.7% | +5.4% |
| 1Y | +27.4% | +56.6% | -29.2% | +15.9% |
| 3Y | +160.1% | +24.2% | +135.9% | +134.7% |
| 5Y | -1.6% | +0.7% | -2.2% | -9.8% |
| All | -8.1% | +456.5% | -464.7% | -50.4% |
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