-4.3%
M vs WST
+446.4%
-450.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | +5.0% | +1.4% | +3.7% | +4.8% |
| 30D | +10.6% | +12.7% | -2.1% | +8.1% |
| 3M | +1.6% | +17.2% | -15.6% | -1.6% |
| 6M | +30.8% | +26.7% | +4.2% | +24.7% |
| YTD | +16.9% | +50.3% | -33.4% | +7.2% |
| 1Y | +26.3% | +50.2% | -24.0% | +15.8% |
| 3Y | +158.6% | +21.7% | +136.9% | +134.3% |
| 5Y | +2.1% | +2.0% | 0.0% | -6.6% |
| 10Y | -4.3% | +451.1% | -455.4% | -47.8% |
| All | -4.3% | +446.4% | -450.7% | -47.8% |
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