-44.9%
S vs WST
+16.2%
-61.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | -10.8% | +12.7% | -23.5% | -14.6% |
| 3M | +5.4% | +17.2% | -11.8% | -0.6% |
| 6M | +41.2% | +26.7% | +14.6% | +28.8% |
| YTD | +56.2% | +50.3% | +5.9% | +32.0% |
| 1Y | +36.3% | +50.2% | -13.9% | +15.0% |
| 3Y | +49.4% | +21.7% | +27.7% | +19.7% |
| 5Y | -66.9% | +2.0% | -68.9% | -66.8% |
| All | -44.9% | +16.2% | -61.0% | -44.1% |
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