-44.0%
S vs WST
+16.3%
-60.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.2% | +1.0% | +0.2% | +1.0% |
| 30D | -7.3% | +12.3% | -19.6% | -11.2% |
| 3M | +5.9% | +17.5% | -11.6% | -0.2% |
| 6M | +45.6% | +28.2% | +17.4% | +32.2% |
| YTD | +58.5% | +50.4% | +8.1% | +33.9% |
| 1Y | +37.6% | +49.3% | -11.7% | +16.4% |
| 3Y | +51.7% | +21.8% | +29.9% | +21.5% |
| 5Y | -67.5% | +0.3% | -67.8% | -66.9% |
| All | -44.0% | +16.3% | -60.3% | -43.3% |
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