+454.5%
V vs WST
+446.4%
+8.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +9.7% | +12.7% | -3.0% | +6.9% |
| 3M | +17.3% | +17.2% | +0.1% | +13.3% |
| 6M | +33.2% | +26.7% | +6.5% | +26.3% |
| YTD | +21.3% | +50.3% | -29.0% | +10.1% |
| 1Y | +27.3% | +50.2% | -22.9% | +15.5% |
| 3Y | +76.1% | +21.7% | +54.4% | +56.6% |
| 5Y | +103.5% | +2.0% | +101.4% | +86.5% |
| 10Y | +454.5% | +451.1% | +3.4% | +154.7% |
| All | +454.5% | +446.4% | +8.1% | +154.7% |
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