+421.0%
WELL vs WST
+441.1%
-20.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.4% |
| 7D | +4.4% | -3.1% | +7.5% | +4.8% |
| 30D | +10.8% | +9.1% | +1.7% | +9.6% |
| 3M | +4.2% | +14.7% | -10.5% | +2.4% |
| 6M | +14.0% | +28.0% | -14.0% | +10.4% |
| YTD | +33.4% | +45.6% | -12.2% | +26.7% |
| 1Y | +32.4% | +45.7% | -13.2% | +25.7% |
| 3Y | +194.7% | +21.1% | +173.7% | +175.6% |
| 5Y | +226.5% | +0.3% | +226.1% | +205.7% |
| All | +421.0% | +441.1% | -20.1% | +254.0% |
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