+484.0%
V vs WST
+456.5%
+27.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.9% | +4.2% | -3.3% | 0.0% |
| 30D | +9.0% | +11.2% | -2.2% | +6.5% |
| 3M | +16.7% | +20.4% | -3.7% | +12.1% |
| 6M | +33.4% | +37.9% | -4.5% | +24.2% |
| YTD | +22.4% | +51.8% | -29.4% | +10.8% |
| 1Y | +27.7% | +56.6% | -28.9% | +14.8% |
| 3Y | +78.0% | +24.2% | +53.8% | +57.4% |
| 5Y | +108.5% | +0.7% | +107.8% | +92.5% |
| All | +484.0% | +456.5% | +27.5% | +172.4% |
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