+232.1%
W vs WST
+441.1%
-209.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.5% |
| 7D | -3.6% | -3.1% | -0.5% | -1.8% |
| 30D | +7.0% | +9.1% | -2.1% | +2.3% |
| 3M | +7.4% | +14.7% | -7.3% | -0.1% |
| 6M | +69.3% | +28.0% | +41.3% | +47.9% |
| YTD | +11.3% | +45.6% | -34.4% | -10.8% |
| 1Y | +13.2% | +45.7% | -32.4% | -9.4% |
| 3Y | +142.0% | +21.1% | +120.9% | +79.1% |
| 5Y | -54.6% | +0.3% | -54.9% | -62.5% |
| All | +232.1% | +441.1% | -209.1% | -2.4% |
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