+383.5%
V vs WST
+322.7%
+60.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.7% | +0.7% | -2.5% | -1.9% |
| 30D | +2.0% | -3.1% | +5.1% | +2.6% |
| 3M | +17.4% | +7.2% | +10.2% | +15.4% |
| 6M | +17.5% | +36.8% | -19.3% | +9.1% |
| YTD | +7.6% | +23.8% | -16.3% | +1.8% |
| 1Y | +7.7% | +37.8% | -30.1% | -0.8% |
| 3Y | +54.7% | -15.9% | +70.6% | +51.8% |
| 5Y | +73.0% | -25.8% | +98.9% | +72.7% |
| All | +383.5% | +322.7% | +60.9% | +149.0% |
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