+660.4%
WDC vs WST
+446.4%
+214.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -16.7% | +1.4% | -18.1% | -16.9% |
| 30D | -27.2% | +12.7% | -39.9% | -29.6% |
| 3M | -34.0% | +17.2% | -51.2% | -37.0% |
| 6M | -39.7% | +26.7% | -66.4% | -44.0% |
| YTD | +68.1% | +50.3% | +17.8% | +47.6% |
| 1Y | +66.3% | +50.2% | +16.1% | +45.8% |
| 3Y | +754.4% | +21.7% | +732.7% | +632.4% |
| 5Y | +595.8% | +2.0% | +593.7% | +516.9% |
| 10Y | +660.4% | +451.1% | +209.3% | +183.2% |
| All | +660.4% | +446.4% | +214.0% | +183.2% |
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