+135.2%
WBD vs WST
-21.0%
+156.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +1.0% | -3.9% | +4.9% | +1.7% |
| 30D | +26.7% | +1.2% | +25.6% | +26.4% |
| 3M | +91.1% | +12.7% | +78.5% | +87.4% |
| 6M | +164.8% | +27.3% | +137.6% | +153.5% |
| YTD | +114.5% | -17.1% | +131.5% | +109.8% |
| 1Y | +141.9% | -15.9% | +157.9% | +136.5% |
| All | +135.2% | -21.0% | +156.1% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling