+141.1%
WEC vs WST
+321.8%
-180.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | -4.6% | +4.9% | +1.0% |
| 3M | -2.9% | +5.7% | -8.6% | -3.8% |
| 6M | -5.9% | +37.6% | -43.5% | -10.2% |
| YTD | +4.1% | +23.0% | -18.9% | +0.7% |
| 1Y | +3.1% | +33.8% | -30.7% | -1.7% |
| 3Y | +40.8% | -13.4% | +54.1% | +38.6% |
| 5Y | +31.7% | -27.0% | +58.7% | +31.7% |
| 10Y | +141.1% | +324.5% | -183.4% | +57.7% |
| All | +141.1% | +321.8% | -180.7% | +57.7% |
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 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