+380.5%
NDAQ vs WST
+322.7%
+57.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.7% |
| 7D | -2.4% | +0.7% | -3.2% | -2.6% |
| 30D | +2.5% | -3.1% | +5.6% | +3.2% |
| 3M | +9.9% | +7.2% | +2.7% | +7.9% |
| 6M | +9.4% | +36.8% | -27.4% | +1.0% |
| YTD | +0.4% | +23.8% | -23.4% | -5.3% |
| 1Y | +4.0% | +37.8% | -33.7% | -4.8% |
| 3Y | +94.4% | -15.9% | +110.3% | +90.4% |
| 5Y | +56.7% | -25.8% | +82.5% | +57.1% |
| All | +380.5% | +322.7% | +57.8% | +170.3% |
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