+202.8%
TER vs WST
-25.7%
+228.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | -8.3% | -3.1% | -5.1% | -7.5% |
| 3M | -12.2% | +7.2% | -19.4% | -14.0% |
| 6M | +17.1% | +36.8% | -19.7% | +6.8% |
| YTD | +84.7% | +23.8% | +60.8% | +72.7% |
| 1Y | +199.9% | +37.8% | +162.2% | +171.6% |
| 3Y | +232.8% | -15.9% | +248.7% | +230.8% |
| All | +202.8% | -25.7% | +228.5% | +198.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling