+649.0%
P vs WST
+449.7%
+199.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +17.8% | +4.9% | +13.0% | +16.1% |
| 30D | -29.9% | +10.7% | -40.5% | -31.9% |
| 3M | -1.2% | +16.8% | -18.0% | -5.9% |
| 6M | +32.1% | +32.0% | +0.2% | +20.1% |
| YTD | +64.3% | +49.9% | +14.4% | +42.4% |
| 1Y | +24.3% | +50.6% | -26.4% | +6.8% |
| 3Y | +203.2% | +21.4% | +181.8% | +151.1% |
| 5Y | +290.4% | -0.6% | +291.0% | +251.1% |
| All | +649.0% | +449.7% | +199.3% | +124.3% |
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