+239.8%
RF vs WST
+446.4%
-206.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +1.4% | -1.0% | +0.1% |
| 30D | +6.2% | +12.7% | -6.5% | +3.7% |
| 3M | -7.8% | +17.2% | -25.0% | -10.7% |
| 6M | +5.9% | +26.7% | -20.7% | +0.9% |
| YTD | +9.0% | +50.3% | -41.3% | 0.0% |
| 1Y | +19.3% | +50.2% | -31.0% | +9.3% |
| 3Y | +116.4% | +21.7% | +94.7% | +95.5% |
| 5Y | +46.0% | +2.0% | +44.0% | +33.7% |
| 10Y | +239.8% | +451.1% | -211.3% | +72.8% |
| All | +239.8% | +446.4% | -206.6% | +72.8% |
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