+4,360.7%
WEC vs WST
+14,518.0%
-10,157.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -2.3% |
| 7D | -0.2% | -3.1% | +2.9% | +0.3% |
| 30D | +12.3% | +9.1% | +3.2% | +10.8% |
| 3M | +8.3% | +14.7% | -6.4% | +5.9% |
| 6M | +3.5% | +28.0% | -24.5% | -0.6% |
| YTD | +12.7% | +45.6% | -32.9% | +5.8% |
| 1Y | +8.2% | +45.7% | -37.5% | +1.4% |
| 3Y | +55.9% | +21.1% | +34.8% | +44.0% |
| 5Y | +51.2% | +0.3% | +50.9% | +41.3% |
| 10Y | +177.6% | +449.0% | -271.4% | +89.9% |
| All | +4,360.7% | +14,518.0% | -10,157.3% | +1,878.7% |
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 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