+707.9%
P vs WST
+466.7%
+241.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +5.2% |
| 7D | -9.6% | +1.3% | -10.9% | -9.8% |
| 30D | -33.4% | +12.9% | -46.3% | -35.8% |
| 3M | +14.2% | +16.7% | -2.5% | +8.7% |
| 6M | +31.6% | +26.8% | +4.7% | +21.2% |
| YTD | +53.5% | +50.5% | +3.0% | +32.8% |
| 1Y | +14.2% | +52.9% | -38.7% | -2.3% |
| 3Y | +190.5% | +23.9% | +166.6% | +138.3% |
| 5Y | +256.3% | +1.0% | +255.3% | +217.7% |
| 10Y | +707.9% | +451.4% | +256.5% | +156.6% |
| All | +707.9% | +466.7% | +241.1% | +156.6% |
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