+13.7%
WBD vs WST
+325.7%
-312.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.7% | -1.7% | 0.0% | -1.3% |
| 30D | +3.9% | -4.3% | +8.2% | +4.8% |
| 3M | +5.1% | +0.7% | +4.3% | +4.8% |
| 6M | +0.6% | +36.0% | -35.4% | -6.4% |
| YTD | -3.2% | +22.7% | -25.9% | -8.1% |
| 1Y | +127.7% | +34.1% | +93.5% | +111.0% |
| 3Y | +146.6% | -13.6% | +160.1% | +138.4% |
| 5Y | +4.2% | -26.0% | +30.2% | -2.1% |
| 10Y | +13.7% | +335.8% | -322.1% | -29.8% |
| All | +13.7% | +325.7% | -312.0% | -29.8% |
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