+65.5%
T vs WST
+322.7%
-257.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -1.3% | +0.7% | -2.0% | -1.3% |
| 30D | +11.4% | -3.1% | +14.5% | +11.6% |
| 3M | +14.3% | +7.2% | +7.1% | +13.4% |
| 6M | -9.3% | +36.8% | -46.1% | -12.1% |
| YTD | +7.1% | +23.8% | -16.7% | +4.7% |
| 1Y | -9.1% | +37.8% | -46.9% | -12.3% |
| 3Y | +105.3% | -15.9% | +121.2% | +104.3% |
| 5Y | +66.8% | -25.8% | +92.6% | +67.1% |
| All | +65.5% | +322.7% | -257.2% | +10.0% |
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