+331.1%
WELL vs WST
+322.7%
+8.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -2.0% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.1% | -3.1% | +3.1% | +0.3% |
| 3M | +18.0% | +7.2% | +10.8% | +16.9% |
| 6M | +15.0% | +36.8% | -21.8% | +10.3% |
| YTD | +28.6% | +23.8% | +4.8% | +24.7% |
| 1Y | +42.9% | +37.8% | +5.2% | +36.2% |
| 3Y | +203.0% | -15.9% | +218.9% | +200.8% |
| 5Y | +206.9% | -25.8% | +232.7% | +199.9% |
| All | +331.1% | +322.7% | +8.4% | +207.0% |
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 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