+18,665.9%
WELL vs WST
+12,330.1%
+6,335.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.9% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -0.1% | -3.1% | +3.1% | +0.6% |
| 3M | +18.0% | +7.2% | +10.8% | +16.0% |
| 6M | +15.0% | +36.8% | -21.8% | +6.8% |
| YTD | +28.6% | +23.8% | +4.8% | +21.7% |
| 1Y | +42.9% | +37.8% | +5.2% | +31.3% |
| 3Y | +203.0% | -15.9% | +218.9% | +193.7% |
| 5Y | +206.9% | -25.8% | +232.7% | +198.3% |
| 10Y | +339.5% | +319.6% | +19.9% | +155.8% |
| All | +18,665.9% | +12,330.1% | +6,335.7% | +5,223.5% |
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