-56.8%
W vs WST
-0.5%
-56.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -1.7% | +4.9% | -6.5% | -3.8% |
| 30D | +3.2% | +10.7% | -7.5% | -1.2% |
| 3M | +8.3% | +16.8% | -8.5% | +1.1% |
| 6M | +84.3% | +32.0% | +52.3% | +62.4% |
| YTD | +11.0% | +49.9% | -38.9% | -8.8% |
| 1Y | -0.2% | +50.6% | -50.9% | -18.3% |
| 3Y | +157.9% | +21.4% | +136.5% | +99.5% |
| 5Y | -56.8% | -0.6% | -56.2% | -65.5% |
| All | -56.8% | -0.5% | -56.3% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling