+528.7%
WDC vs WST
-0.1%
+528.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | -28.0% | -3.1% | -24.8% | -27.3% |
| 30D | -34.9% | +9.1% | -44.0% | -36.1% |
| 3M | -41.6% | +14.7% | -56.3% | -43.3% |
| 6M | -45.4% | +28.0% | -73.4% | -48.5% |
| YTD | +53.3% | +45.6% | +7.6% | +39.9% |
| 1Y | +61.5% | +45.7% | +15.9% | +47.4% |
| 3Y | +712.3% | +21.1% | +691.3% | +621.1% |
| All | +528.7% | -0.1% | +528.8% | +456.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling