+567.0%
WDC vs WST
+1.0%
+566.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.3% |
| 7D | +12.1% | +4.2% | +7.9% | +11.0% |
| 30D | -18.8% | +11.2% | -30.0% | -20.5% |
| 3M | -39.3% | +20.4% | -59.7% | -41.7% |
| 6M | -40.1% | +37.9% | -78.0% | -44.4% |
| YTD | +71.8% | +51.8% | +20.0% | +55.5% |
| 1Y | +88.5% | +56.6% | +31.8% | +69.2% |
| 3Y | +770.0% | +24.2% | +745.8% | +671.2% |
| All | +567.0% | +1.0% | +566.0% | +481.7% |
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 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