+3,426.5%
STX vs WST
+322.7%
+3,103.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.2% | +6.5% |
| 7D | +2.4% | +0.7% | +1.6% | +2.1% |
| 30D | +1.4% | -3.1% | +4.5% | +2.1% |
| 3M | -8.2% | +7.2% | -15.4% | -10.2% |
| 6M | +127.0% | +36.8% | +90.2% | +108.5% |
| YTD | +209.1% | +23.8% | +185.3% | +190.4% |
| 1Y | +365.4% | +37.8% | +327.7% | +324.5% |
| 3Y | +1,135.4% | -15.9% | +1,151.3% | +1,108.5% |
| 5Y | +991.5% | -25.8% | +1,017.3% | +974.7% |
| All | +3,426.5% | +322.7% | +3,103.9% | +1,604.9% |
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