+226.2%
WAT vs WST
+441.1%
-214.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.1% |
| 30D | +5.0% | +9.1% | -4.1% | +2.1% |
| 3M | +14.5% | +14.7% | -0.2% | +9.6% |
| 6M | +30.9% | +28.0% | +2.9% | +20.9% |
| YTD | +20.5% | +45.6% | -25.2% | +6.0% |
| 1Y | +23.3% | +45.7% | -22.4% | +8.4% |
| 3Y | +81.5% | +21.1% | +60.4% | +55.6% |
| 5Y | +33.4% | +0.3% | +33.1% | +20.1% |
| All | +226.2% | +441.1% | -214.9% | +49.8% |
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