+298.2%
WBD vs WST
+2,775.4%
-2,477.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +8.8% | -3.1% | +11.9% | +9.8% |
| 3M | +4.6% | +7.2% | -2.6% | +2.2% |
| 6M | +1.1% | +36.8% | -35.7% | -8.9% |
| YTD | -2.0% | +23.8% | -25.8% | -9.3% |
| 1Y | +140.0% | +37.8% | +102.2% | +113.7% |
| 3Y | +144.4% | -15.9% | +160.3% | +135.1% |
| 5Y | -0.2% | -25.8% | +25.6% | -3.4% |
| 10Y | +9.1% | +319.6% | -310.5% | -49.0% |
| All | +298.2% | +2,775.4% | -2,477.2% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling