+535.7%
ON vs WST
+446.4%
+89.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | -10.2% | +12.7% | -22.9% | -14.1% |
| 3M | -12.7% | +17.2% | -29.9% | -17.9% |
| 6M | -32.5% | +26.7% | -59.2% | -38.9% |
| YTD | +28.6% | +50.3% | -21.7% | +8.5% |
| 1Y | +43.4% | +50.2% | -6.8% | +21.1% |
| 3Y | +3.3% | +21.7% | -18.4% | -15.5% |
| 5Y | +22.5% | +2.0% | +20.5% | +6.6% |
| 10Y | +535.7% | +451.1% | +84.6% | +104.3% |
| All | +535.7% | +446.4% | +89.3% | +104.3% |
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