+127.0%
WDAY vs WST
+448.5%
-321.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.2% |
| 7D | -2.5% | -3.1% | +0.6% | -1.6% |
| 30D | +4.7% | +9.1% | -4.4% | +1.8% |
| 3M | +13.3% | +14.7% | -1.4% | +8.3% |
| 6M | +57.3% | +28.0% | +29.3% | +44.8% |
| YTD | -10.2% | +45.6% | -55.8% | -21.7% |
| 1Y | -14.1% | +45.7% | -59.7% | -25.2% |
| 3Y | -11.7% | +21.1% | -32.8% | -26.8% |
| 5Y | -33.5% | +0.3% | -33.8% | -41.6% |
| All | +127.0% | +448.5% | -321.5% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling