+8,272.6%
WFC vs WST
+15,004.7%
-6,732.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.3% | +1.1% | -2.3% | -1.6% |
| 30D | +3.6% | +12.4% | -8.8% | 0.0% |
| 3M | -1.3% | +17.6% | -18.9% | -6.2% |
| 6M | +18.0% | +28.3% | -10.3% | +8.8% |
| YTD | -5.9% | +50.5% | -56.4% | -18.1% |
| 1Y | +1.8% | +49.4% | -47.6% | -11.3% |
| 3Y | +125.0% | +21.9% | +103.1% | +90.6% |
| 5Y | +92.0% | +0.4% | +91.6% | +67.0% |
| 10Y | +117.9% | +451.5% | -333.6% | -6.8% |
| All | +8,272.6% | +15,004.7% | -6,732.1% | +1,247.4% |
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