+10,029.5%
WDC vs WST
+14,518.0%
-4,488.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.2% |
| 7D | -28.0% | -3.1% | -24.8% | -26.9% |
| 30D | -34.9% | +9.1% | -44.0% | -36.9% |
| 3M | -41.6% | +14.7% | -56.3% | -44.6% |
| 6M | -45.4% | +28.0% | -73.4% | -50.6% |
| YTD | +53.3% | +45.6% | +7.6% | +31.4% |
| 1Y | +61.5% | +45.7% | +15.9% | +38.2% |
| 3Y | +712.3% | +21.1% | +691.3% | +564.6% |
| 5Y | +524.2% | +0.3% | +523.9% | +433.4% |
| 10Y | +616.5% | +449.0% | +167.5% | +173.4% |
| All | +10,029.5% | +14,518.0% | -4,488.5% | +1,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling