-5.5%
M vs WST
+441.1%
-446.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.0% |
| 7D | -4.3% | -3.1% | -1.2% | -3.7% |
| 30D | +1.3% | +9.1% | -7.8% | -0.4% |
| 3M | -7.4% | +14.7% | -22.1% | -9.9% |
| 6M | +18.3% | +28.0% | -9.7% | +12.5% |
| YTD | +7.6% | +45.6% | -38.1% | -0.7% |
| 1Y | +17.4% | +45.7% | -28.3% | +8.3% |
| 3Y | +108.4% | +21.1% | +87.3% | +88.6% |
| 5Y | -10.6% | +0.3% | -10.9% | -17.9% |
| All | -5.5% | +441.1% | -446.7% | -47.3% |
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