+345.7%
WM vs WST
+431.2%
-85.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.8% |
| 7D | +4.5% | -5.8% | +10.3% | +5.5% |
| 30D | +16.1% | +5.3% | +10.7% | +15.0% |
| 3M | +8.0% | +11.8% | -3.8% | +5.9% |
| 6M | +8.4% | +26.7% | -18.3% | +3.9% |
| YTD | +11.2% | +43.0% | -31.8% | +4.0% |
| 1Y | +22.3% | +38.9% | -16.5% | +14.9% |
| 3Y | +50.2% | +18.2% | +32.1% | +38.5% |
| 5Y | +63.3% | -1.5% | +64.8% | +54.2% |
| All | +345.7% | +431.2% | -85.5% | +155.1% |
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