+4,092.2%
WAB vs WST
+7,346.5%
-3,254.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | -4.4% | -3.1% | -1.3% | -3.4% |
| 3M | +7.9% | +7.2% | +0.7% | +4.9% |
| 6M | +8.7% | +36.8% | -28.1% | -3.3% |
| YTD | +33.0% | +23.8% | +9.1% | +21.9% |
| 1Y | +46.7% | +37.8% | +8.9% | +28.8% |
| 3Y | +153.0% | -15.9% | +168.9% | +138.7% |
| 5Y | +222.3% | -25.8% | +248.1% | +206.3% |
| 10Y | +291.0% | +319.6% | -28.6% | +54.9% |
| All | +4,092.2% | +7,346.5% | -3,254.2% | +410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling