+8.4%
WM vs WST
+29.8%
-21.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.4% |
| 7D | +4.5% | -5.8% | +10.3% | +4.9% |
| 30D | +16.1% | +5.3% | +10.7% | +15.4% |
| 3M | +8.0% | +11.8% | -3.8% | +7.2% |
| 6M | +8.4% | +26.7% | -18.3% | +7.9% |
| All | +8.4% | +29.8% | -21.4% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling