-47.8%
S vs WST
+17.3%
-65.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | +2.0% | +4.2% | -2.2% | +0.4% |
| 30D | -2.7% | +11.2% | -13.9% | -6.3% |
| 3M | -6.9% | +20.4% | -27.3% | -13.0% |
| 6M | +38.1% | +37.9% | +0.2% | +21.9% |
| YTD | +48.0% | +51.8% | -3.8% | +24.6% |
| 1Y | +34.5% | +56.6% | -22.2% | +11.6% |
| 3Y | +38.3% | +24.2% | +14.1% | +9.5% |
| 5Y | -70.9% | +0.7% | -71.6% | -70.4% |
| All | -47.8% | +17.3% | -65.1% | -47.2% |
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