+50.3%
O vs WST
+321.8%
-271.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -2.0% | -4.6% | +2.7% | -1.4% |
| 3M | +3.0% | +5.7% | -2.7% | +2.2% |
| 6M | -3.6% | +37.6% | -41.2% | -7.9% |
| YTD | +12.1% | +23.0% | -11.0% | +8.5% |
| 1Y | +8.9% | +33.8% | -24.9% | +3.9% |
| 3Y | +30.3% | -13.4% | +43.7% | +28.4% |
| 5Y | +13.7% | -27.0% | +40.7% | +13.6% |
| 10Y | +50.3% | +324.5% | -274.3% | +1.9% |
| All | +50.3% | +321.8% | -271.6% | +1.9% |
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