+55.5%
T vs WST
+441.1%
-385.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.0% |
| 7D | +1.0% | -3.1% | +4.1% | +1.3% |
| 30D | -10.6% | +9.1% | -19.7% | -11.3% |
| 3M | -7.7% | +14.7% | -22.4% | -8.9% |
| 6M | -13.3% | +28.0% | -41.3% | -15.3% |
| YTD | -8.8% | +45.6% | -54.4% | -12.1% |
| 1Y | -8.4% | +45.7% | -54.1% | -11.8% |
| 3Y | +59.6% | +21.1% | +38.6% | +51.7% |
| 5Y | +52.1% | +0.3% | +51.8% | +46.1% |
| All | +55.5% | +441.1% | -385.6% | -1.1% |
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