+346.5%
RF vs WST
+321.8%
+24.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -3.6% | -3.1% | -0.5% | -3.0% |
| 3M | +8.1% | +7.2% | +0.9% | +6.5% |
| 6M | +11.5% | +36.8% | -25.3% | +4.3% |
| YTD | +15.6% | +23.8% | -8.3% | +10.1% |
| 1Y | +15.7% | +37.8% | -22.1% | +7.4% |
| 3Y | +86.9% | -15.9% | +102.8% | +83.9% |
| 5Y | +89.8% | -25.8% | +115.6% | +87.0% |
| All | +346.5% | +321.8% | +24.7% | +133.8% |
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