+272.5%
RF vs WST
+441.1%
-168.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.7% |
| 7D | -0.9% | -3.1% | +2.2% | -0.3% |
| 30D | +6.0% | +9.1% | -3.1% | +4.2% |
| 3M | -8.9% | +14.7% | -23.6% | -11.4% |
| 6M | +2.3% | +28.0% | -25.7% | -2.8% |
| YTD | +7.6% | +45.6% | -38.1% | -0.8% |
| 1Y | +21.2% | +45.7% | -24.5% | +11.7% |
| 3Y | +108.5% | +21.1% | +87.4% | +88.1% |
| 5Y | +43.2% | +0.3% | +42.9% | +31.4% |
| All | +272.5% | +441.1% | -168.6% | +94.6% |
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