+686.6%
P vs WST
+441.1%
+245.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +2.9% |
| 7D | -23.8% | -3.1% | -20.7% | -22.8% |
| 30D | -36.6% | +9.1% | -45.7% | -38.2% |
| 3M | +10.9% | +14.7% | -3.8% | +6.1% |
| 6M | +30.0% | +28.0% | +2.0% | +19.3% |
| YTD | +44.4% | +45.6% | -1.3% | +26.3% |
| 1Y | +3.9% | +45.7% | -41.7% | -9.7% |
| 3Y | +176.6% | +21.1% | +155.5% | +127.8% |
| 5Y | +249.3% | +0.3% | +249.0% | +209.7% |
| All | +686.6% | +441.1% | +245.5% | +152.6% |
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