+449.7%
V vs WST
+441.1%
+8.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | +2.2% | -3.1% | +5.3% | +2.9% |
| 30D | +13.6% | +9.1% | +4.5% | +11.5% |
| 3M | +14.3% | +14.7% | -0.4% | +10.9% |
| 6M | +33.1% | +28.0% | +5.1% | +25.9% |
| YTD | +21.2% | +45.6% | -24.4% | +10.8% |
| 1Y | +26.4% | +45.7% | -19.2% | +15.5% |
| 3Y | +77.6% | +21.1% | +56.5% | +57.5% |
| 5Y | +102.6% | +0.3% | +102.3% | +86.0% |
| All | +449.7% | +441.1% | +8.6% | +152.8% |
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