+8,627.7%
WFC vs WST
+12,330.1%
-3,702.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +3.8% | +0.7% | +3.0% | +3.5% |
| 30D | +1.5% | -3.1% | +4.6% | +2.4% |
| 3M | +10.9% | +7.2% | +3.7% | +8.2% |
| 6M | +8.4% | +36.8% | -28.4% | -2.4% |
| YTD | -1.9% | +23.8% | -25.7% | -9.3% |
| 1Y | +12.3% | +37.8% | -25.4% | -0.2% |
| 3Y | +132.3% | -15.9% | +148.2% | +121.7% |
| 5Y | +130.1% | -25.8% | +155.9% | +120.6% |
| 10Y | +134.4% | +319.6% | -185.2% | +9.5% |
| All | +8,627.7% | +12,330.1% | -3,702.4% | +1,392.4% |
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