+2,417.1%
MSCI vs WST
+1,913.7%
+503.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +0.6% | -3.1% | +3.7% | +1.9% |
| 3M | -7.1% | +7.2% | -14.3% | -10.3% |
| 6M | +0.8% | +36.8% | -36.0% | -13.5% |
| YTD | +1.0% | +23.8% | -22.9% | -9.9% |
| 1Y | +4.3% | +37.8% | -33.5% | -12.5% |
| 3Y | +9.9% | -15.9% | +25.8% | +1.8% |
| 5Y | -6.8% | -25.8% | +19.1% | -9.9% |
| 10Y | +614.7% | +319.6% | +295.1% | +136.4% |
| All | +2,417.1% | +1,913.7% | +503.5% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling