+193.2%
WEC vs WST
+452.9%
-259.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +12.0% | +12.4% | -0.4% | +10.2% |
| 3M | +11.1% | +17.6% | -6.5% | +8.6% |
| 6M | +6.0% | +28.3% | -22.3% | +2.3% |
| YTD | +14.3% | +50.5% | -36.2% | +7.5% |
| 1Y | +8.0% | +49.4% | -41.4% | +1.7% |
| 3Y | +62.8% | +21.9% | +41.0% | +51.4% |
| 5Y | +55.3% | +0.4% | +54.9% | +46.9% |
| 10Y | +193.2% | +451.5% | -258.3% | +80.5% |
| All | +193.2% | +452.9% | -259.7% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling