+83.9%
TER vs WST
-0.5%
+84.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +24.0% | +4.9% | +19.1% | +22.5% |
| 30D | -30.6% | +10.7% | -41.3% | -32.4% |
| 3M | -34.5% | +16.8% | -51.3% | -37.3% |
| 6M | -26.4% | +32.0% | -58.3% | -32.0% |
| YTD | +36.4% | +49.9% | -13.5% | +21.0% |
| 1Y | +47.4% | +50.6% | -3.2% | +30.5% |
| 3Y | +202.6% | +21.4% | +181.1% | +160.5% |
| 5Y | +83.9% | -0.6% | +84.5% | +67.3% |
| All | +83.9% | -0.5% | +84.4% | +67.3% |
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