+58.8%
T vs WST
+446.4%
-387.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | -1.1% | +12.7% | -13.8% | -2.1% |
| 3M | -7.7% | +17.2% | -24.9% | -9.0% |
| 6M | -10.6% | +26.7% | -37.3% | -12.6% |
| YTD | -7.5% | +50.3% | -57.8% | -11.0% |
| 1Y | -7.4% | +50.2% | -57.7% | -11.0% |
| 3Y | +63.1% | +21.7% | +41.4% | +55.2% |
| 5Y | +55.2% | +2.0% | +53.2% | +49.2% |
| 10Y | +58.8% | +451.1% | -392.3% | +1.5% |
| All | +58.8% | +446.4% | -387.6% | +1.5% |
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