+266.4%
WAB vs WST
+448.5%
-182.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.5% |
| 7D | +1.4% | -3.1% | +4.5% | +2.0% |
| 30D | +0.4% | +9.1% | -8.7% | -1.0% |
| 3M | -3.8% | +14.7% | -18.5% | -5.9% |
| 6M | +5.1% | +28.0% | -22.9% | +0.8% |
| YTD | +33.3% | +45.6% | -12.3% | +24.8% |
| 1Y | +39.8% | +45.7% | -5.8% | +30.9% |
| 3Y | +161.1% | +21.1% | +140.0% | +139.8% |
| 5Y | +209.5% | +0.3% | +209.1% | +189.1% |
| All | +266.4% | +448.5% | -182.1% | +118.1% |
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