+1,245.5%
WDC vs WST
+321.8%
+923.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +9.9% | -4.6% | +14.5% | +11.4% |
| 3M | -9.4% | +5.7% | -15.1% | -11.3% |
| 6M | +94.7% | +37.6% | +57.2% | +75.6% |
| YTD | +177.4% | +23.0% | +154.3% | +158.3% |
| 1Y | +412.6% | +33.8% | +378.7% | +364.1% |
| 3Y | +1,359.8% | -13.4% | +1,373.1% | +1,308.2% |
| 5Y | +992.6% | -27.0% | +1,019.5% | +987.3% |
| 10Y | +1,245.5% | +324.5% | +921.0% | +445.6% |
| All | +1,245.5% | +321.8% | +923.7% | +445.6% |
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