+62.5%
T vs WST
+449.7%
-387.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | +4.9% | -3.2% | +1.2% |
| 30D | -2.9% | +10.7% | -13.6% | -3.8% |
| 3M | -7.5% | +16.8% | -24.3% | -8.8% |
| 6M | -9.9% | +32.0% | -41.9% | -12.2% |
| YTD | -6.4% | +49.9% | -56.4% | -10.1% |
| 1Y | -9.4% | +50.6% | -60.0% | -13.0% |
| 3Y | +64.9% | +21.4% | +43.4% | +57.0% |
| 5Y | +57.0% | -0.6% | +57.5% | +51.7% |
| All | +62.5% | +449.7% | -387.2% | +4.6% |
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