+12,001.8%
WAT vs WST
+9,381.9%
+2,619.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.4% |
| 7D | -1.1% | -3.1% | +2.0% | 0.0% |
| 30D | +5.0% | +9.1% | -4.1% | +1.9% |
| 3M | +14.5% | +14.7% | -0.2% | +9.2% |
| 6M | +30.9% | +28.0% | +2.9% | +20.2% |
| YTD | +20.5% | +45.6% | -25.2% | +4.9% |
| 1Y | +23.3% | +45.7% | -22.4% | +7.2% |
| 3Y | +81.5% | +21.1% | +60.4% | +54.4% |
| 5Y | +33.4% | +0.3% | +33.1% | +18.7% |
| 10Y | +231.5% | +449.0% | -217.5% | +52.9% |
| All | +12,001.8% | +9,381.9% | +2,619.9% | +2,028.2% |
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