+134.0%
WFC vs WST
+466.7%
-332.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +2.9% | +12.9% | -9.9% | +0.8% |
| 3M | -1.4% | +16.7% | -18.1% | -4.2% |
| 6M | +14.3% | +26.8% | -12.5% | +9.4% |
| YTD | -6.2% | +50.5% | -56.7% | -13.5% |
| 1Y | +1.6% | +52.9% | -51.3% | -6.6% |
| 3Y | +126.9% | +23.9% | +103.0% | +105.1% |
| 5Y | +94.0% | +1.0% | +92.9% | +79.2% |
| 10Y | +134.0% | +451.4% | -317.3% | +29.9% |
| All | +134.0% | +466.7% | -332.7% | +29.9% |
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