+3,310.4%
V vs WST
+2,084.3%
+1,226.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | +2.2% | -3.1% | +5.3% | +3.2% |
| 30D | +13.6% | +9.1% | +4.5% | +10.6% |
| 3M | +14.3% | +14.7% | -0.4% | +9.5% |
| 6M | +33.1% | +28.0% | +5.1% | +23.0% |
| YTD | +21.2% | +45.6% | -24.4% | +6.7% |
| 1Y | +26.4% | +45.7% | -19.2% | +11.1% |
| 3Y | +77.6% | +21.1% | +56.5% | +49.8% |
| 5Y | +102.6% | +0.3% | +102.3% | +77.2% |
| 10Y | +464.4% | +449.0% | +15.4% | +115.0% |
| All | +3,310.4% | +2,084.3% | +1,226.1% | +514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling