+326.4%
WM vs WST
+446.4%
-120.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | +13.7% | +12.7% | +1.0% | +11.4% |
| 3M | +5.2% | +17.2% | -11.9% | +2.4% |
| 6M | +11.2% | +26.7% | -15.5% | +6.6% |
| YTD | +9.4% | +50.3% | -40.9% | +1.5% |
| 1Y | +20.4% | +50.2% | -29.8% | +11.6% |
| 3Y | +44.7% | +21.7% | +23.0% | +32.9% |
| 5Y | +58.5% | +2.0% | +56.4% | +49.1% |
| 10Y | +326.4% | +451.1% | -124.7% | +141.1% |
| All | +326.4% | +446.4% | -120.0% | +141.1% |
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