+468.3%
WELL vs WST
+452.9%
+15.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +7.8% | +12.4% | -4.6% | +6.2% |
| 3M | +10.2% | +17.6% | -7.3% | +8.0% |
| 6M | +16.4% | +28.3% | -11.9% | +12.6% |
| YTD | +35.2% | +50.5% | -15.3% | +27.8% |
| 1Y | +30.5% | +49.4% | -18.9% | +23.4% |
| 3Y | +206.1% | +21.9% | +184.2% | +186.6% |
| 5Y | +228.3% | +0.4% | +227.9% | +207.8% |
| 10Y | +468.3% | +451.5% | +16.8% | +291.9% |
| All | +468.3% | +452.9% | +15.5% | +291.9% |
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