+76.2%
O vs WST
+456.5%
-380.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | -0.4% | +4.2% | -4.6% | -0.9% |
| 30D | +7.1% | +11.2% | -4.1% | +5.6% |
| 3M | -5.2% | +20.4% | -25.6% | -7.5% |
| 6M | -1.8% | +37.9% | -39.7% | -5.9% |
| YTD | +9.1% | +51.8% | -42.7% | +2.7% |
| 1Y | +9.7% | +56.6% | -46.9% | +2.8% |
| 3Y | +39.1% | +24.2% | +14.9% | +29.3% |
| 5Y | +8.4% | +0.7% | +7.7% | +3.0% |
| All | +76.2% | +456.5% | -380.4% | +11.4% |
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