+22.3%
WM vs WST
+38.1%
-15.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.6% |
| 7D | +4.5% | -5.8% | +10.3% | +5.2% |
| 30D | +16.1% | +5.3% | +10.7% | +15.3% |
| 3M | +8.0% | +11.8% | -3.8% | +6.6% |
| 6M | +8.4% | +26.7% | -18.3% | +5.3% |
| YTD | +11.2% | +43.0% | -31.8% | +5.4% |
| 1Y | +22.3% | +38.9% | -16.5% | +16.0% |
| All | +22.3% | +38.1% | -15.8% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling