+19,429.0%
WELL vs WST
+14,947.6%
+4,481.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.1% | +4.9% | -4.7% | -0.9% |
| 30D | +6.8% | +10.7% | -3.9% | +4.4% |
| 3M | +6.7% | +16.8% | -10.1% | +3.0% |
| 6M | +13.8% | +32.0% | -18.2% | +6.8% |
| YTD | +33.8% | +49.9% | -16.1% | +21.3% |
| 1Y | +29.6% | +50.6% | -21.0% | +17.2% |
| 3Y | +203.1% | +21.4% | +181.7% | +169.4% |
| 5Y | +223.8% | -0.6% | +224.4% | +194.8% |
| 10Y | +462.8% | +449.4% | +13.3% | +207.8% |
| All | +19,429.0% | +14,947.6% | +4,481.5% | +5,208.8% |
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