+928.6%
WDC vs WST
-25.7%
+954.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.4% |
| 3M | -18.8% | +7.2% | -26.0% | -20.3% |
| 6M | +79.0% | +36.8% | +42.2% | +66.3% |
| YTD | +171.6% | +23.8% | +147.7% | +157.2% |
| 1Y | +417.4% | +37.8% | +379.6% | +379.1% |
| 3Y | +1,251.8% | -15.9% | +1,267.7% | +1,240.1% |
| All | +928.6% | -25.7% | +954.3% | +782.6% |
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