-14.9%
WBD vs WST
-33.9%
+19.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +1.0% | -3.9% | +4.9% | +2.0% |
| 30D | +26.7% | +1.2% | +25.6% | +26.2% |
| 3M | +91.1% | +12.7% | +78.5% | +85.2% |
| 6M | +164.8% | +27.3% | +137.6% | +146.4% |
| YTD | +114.5% | -17.1% | +131.5% | +113.6% |
| 1Y | +141.9% | -15.9% | +157.9% | +140.5% |
| 3Y | +120.7% | +20.9% | +99.8% | +76.1% |
| All | -14.9% | -33.9% | +19.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling