+4.2%
WBD vs WST
-25.8%
+30.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +5.0% | -4.6% | +9.6% | +6.1% |
| 3M | +6.2% | +5.7% | +0.5% | +4.8% |
| 6M | +0.6% | +37.6% | -37.0% | -7.0% |
| YTD | -2.4% | +23.0% | -25.5% | -7.7% |
| 1Y | +127.7% | +33.8% | +93.9% | +110.3% |
| 3Y | +148.4% | -13.4% | +161.8% | +140.0% |
| 5Y | +4.2% | -27.0% | +31.2% | -20.0% |
| All | +4.2% | -25.8% | +30.0% | -20.0% |
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