+886.2%
TER vs WST
+441.1%
+445.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.9% |
| 7D | -20.5% | -3.1% | -17.4% | -19.4% |
| 30D | -47.0% | +9.1% | -56.1% | -48.6% |
| 3M | -43.3% | +14.7% | -58.0% | -46.2% |
| 6M | -42.9% | +28.0% | -70.9% | -48.2% |
| YTD | +12.9% | +45.6% | -32.8% | -2.9% |
| 1Y | +18.2% | +45.7% | -27.5% | +1.5% |
| 3Y | +151.8% | +21.1% | +130.7% | +105.4% |
| 5Y | +54.2% | +0.3% | +53.9% | +34.8% |
| All | +886.2% | +441.1% | +445.1% | +202.4% |
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