+455.4%
V vs WST
+452.4%
+3.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +9.9% | +12.8% | -2.8% | +7.1% |
| 3M | +17.5% | +17.2% | +0.3% | +13.5% |
| 6M | +33.5% | +26.7% | +6.7% | +26.5% |
| YTD | +21.6% | +50.4% | -28.8% | +10.3% |
| 1Y | +27.6% | +50.3% | -22.8% | +15.7% |
| 3Y | +76.4% | +21.8% | +54.6% | +56.9% |
| 5Y | +103.8% | +2.1% | +101.7% | +86.9% |
| All | +455.4% | +452.4% | +3.0% | +155.0% |
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 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