+474.7%
NDAQ vs WST
+441.1%
+33.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | +0.8% | -3.1% | +3.9% | +1.6% |
| 30D | +16.5% | +9.1% | +7.4% | +14.2% |
| 3M | +13.5% | +14.7% | -1.2% | +9.8% |
| 6M | +20.9% | +28.0% | -7.1% | +13.7% |
| YTD | +11.4% | +45.6% | -34.2% | +1.0% |
| 1Y | +25.9% | +45.7% | -19.7% | +14.0% |
| 3Y | +119.9% | +21.1% | +98.8% | +93.2% |
| 5Y | +61.7% | +0.3% | +61.4% | +48.2% |
| All | +474.7% | +441.1% | +33.5% | +187.3% |
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