+336.4%
WM vs WST
+441.1%
-104.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -2.4% |
| 7D | +1.2% | -3.1% | +4.3% | +1.7% |
| 30D | +13.1% | +9.1% | +4.0% | +11.4% |
| 3M | +3.6% | +14.7% | -11.1% | +1.2% |
| 6M | +8.1% | +28.0% | -19.9% | +3.4% |
| YTD | +8.9% | +45.6% | -36.7% | +1.5% |
| 1Y | +20.3% | +45.7% | -25.3% | +12.1% |
| 3Y | +46.2% | +21.1% | +25.1% | +34.1% |
| 5Y | +59.9% | +0.3% | +59.6% | +50.6% |
| All | +336.4% | +441.1% | -104.7% | +149.0% |
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