+33.2%
Q vs WST
+38.1%
-5.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +6.6% | +1.1% | +5.5% | +6.2% |
| 30D | +2.7% | +12.4% | -9.7% | -1.0% |
| 3M | -8.4% | +17.6% | -26.0% | -13.2% |
| 6M | -17.3% | +28.3% | -45.6% | -24.8% |
| YTD | +55.3% | +50.5% | +4.8% | +25.3% |
| 1Y | +31.5% | +49.4% | -17.9% | +6.2% |
| All | +33.2% | +38.1% | -5.0% | +11.3% |
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