+1,077.0%
TER vs WST
+452.5%
+624.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +5.9% | +1.0% | +4.9% | +5.9% |
| 30D | -30.8% | +12.3% | -43.1% | -33.5% |
| 3M | -29.9% | +17.5% | -47.4% | -34.1% |
| 6M | -27.5% | +28.2% | -55.6% | -34.0% |
| YTD | +37.5% | +50.4% | -12.9% | +17.0% |
| 1Y | +50.3% | +49.3% | +1.0% | +28.1% |
| 3Y | +204.9% | +21.8% | +183.1% | +149.8% |
| 5Y | +89.2% | +0.3% | +88.9% | +66.6% |
| 10Y | +1,077.0% | +451.2% | +625.8% | +255.1% |
| All | +1,077.0% | +452.5% | +624.4% | +255.1% |
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