+9.2%
WBD vs WST
+403.2%
-394.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +20.8% | -7.0% | +9.0% |
| 7D | +13.8% | +20.8% | -7.0% | +9.0% |
| 30D | +13.8% | +20.8% | -7.0% | +9.0% |
| 3M | +13.8% | +20.8% | -7.0% | +9.0% |
| 6M | +13.3% | +48.1% | -34.8% | +3.5% |
| YTD | +7.4% | +37.3% | -29.9% | -0.6% |
| 1Y | +63.0% | +38.7% | +24.3% | +50.0% |
| 3Y | +206.7% | +1.9% | +204.8% | +185.1% |
| 5Y | +18.4% | -7.7% | +26.0% | +6.4% |
| All | +9.2% | +403.2% | -394.1% | -38.9% |
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