+224.9%
WBD vs WST
+2,239.0%
-2,014.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +2.0% | -3.3% | +5.3% | +3.0% |
| 30D | +34.8% | +6.0% | +28.8% | +32.2% |
| 3M | +113.8% | +15.4% | +98.4% | +104.2% |
| 6M | +154.1% | +30.3% | +123.8% | +130.8% |
| YTD | +118.1% | -15.1% | +133.2% | +116.9% |
| 1Y | +147.1% | -15.1% | +162.1% | +146.2% |
| 3Y | +94.7% | +11.3% | +83.3% | +69.0% |
| 5Y | +2.7% | -1.6% | +4.3% | -10.8% |
| 10Y | -24.7% | +360.9% | -385.6% | -66.5% |
| All | +224.9% | +2,239.0% | -2,014.1% | -22.4% |
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 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