+157.1%
WAT vs WST
+322.7%
-165.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +2.3% | -3.1% | +5.5% | +3.4% |
| 3M | +8.7% | +7.2% | +1.5% | +6.3% |
| 6M | +28.3% | +36.8% | -8.5% | +15.4% |
| YTD | +7.8% | +23.8% | -16.1% | -0.2% |
| 1Y | +36.6% | +37.8% | -1.2% | +22.0% |
| 3Y | +45.7% | -15.9% | +61.6% | +42.5% |
| 5Y | -3.3% | -25.8% | +22.5% | -3.5% |
| All | +157.1% | +322.7% | -165.6% | +29.4% |
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