+219.5%
WBD vs WST
+2,185.3%
-1,965.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +1.0% | -3.9% | +4.9% | +2.2% |
| 30D | +26.7% | +1.2% | +25.6% | +26.1% |
| 3M | +91.1% | +12.7% | +78.5% | +83.9% |
| 6M | +164.8% | +27.3% | +137.6% | +142.4% |
| YTD | +114.5% | -17.1% | +131.5% | +114.8% |
| 1Y | +141.9% | -15.9% | +157.9% | +141.8% |
| 3Y | +120.7% | +20.9% | +99.8% | +86.2% |
| 5Y | +8.3% | -7.2% | +15.6% | -4.1% |
| 10Y | -21.9% | +342.7% | -364.5% | -64.7% |
| All | +219.5% | +2,185.3% | -1,965.7% | -23.1% |
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