+1,330.5%
WDC vs WST
-15.4%
+1,345.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -10.0% | -3.1% | -6.8% | -9.6% |
| 3M | -18.8% | +7.2% | -26.0% | -19.8% |
| 6M | +79.0% | +36.8% | +42.2% | +69.8% |
| YTD | +171.6% | +23.8% | +147.7% | +160.6% |
| 1Y | +417.4% | +37.8% | +379.6% | +390.5% |
| All | +1,330.5% | -15.4% | +1,345.9% | +1,288.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling