+289.9%
WAB vs WST
+325.7%
-35.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | -4.6% | -4.3% | -0.2% | -3.9% |
| 3M | +5.6% | +0.7% | +4.9% | +5.4% |
| 6M | +13.8% | +36.0% | -22.2% | +7.9% |
| YTD | +31.9% | +22.7% | +9.1% | +26.8% |
| 1Y | +48.3% | +34.1% | +14.2% | +40.4% |
| 3Y | +167.1% | -13.6% | +180.7% | +162.6% |
| 5Y | +222.9% | -26.0% | +248.9% | +219.6% |
| 10Y | +289.9% | +335.8% | -45.9% | +131.3% |
| All | +289.9% | +325.7% | -35.8% | +131.3% |
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