+220.4%
W vs WST
+452.9%
-232.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -7.4% | +1.1% | -8.5% | -7.8% |
| 30D | +7.8% | +12.4% | -4.6% | +1.5% |
| 3M | +10.9% | +17.6% | -6.7% | +1.8% |
| 6M | +86.4% | +28.3% | +58.2% | +62.7% |
| YTD | +14.0% | +50.5% | -36.5% | -10.2% |
| 1Y | +3.5% | +49.4% | -45.9% | -18.2% |
| 3Y | +164.8% | +21.9% | +142.9% | +96.6% |
| 5Y | -53.1% | +0.4% | -53.5% | -61.0% |
| 10Y | +220.4% | +451.5% | -231.1% | -9.9% |
| All | +220.4% | +452.9% | -232.4% | -9.9% |
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