+28,817.6%
WM vs WST
+14,846.0%
+13,971.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +5.9% | +1.3% | +4.7% | +5.7% |
| 30D | +15.4% | +8.5% | +6.9% | +13.6% |
| 3M | +6.3% | +17.2% | -10.9% | +3.0% |
| 6M | +5.6% | +36.3% | -30.7% | -0.9% |
| YTD | +9.9% | +48.9% | -39.0% | +0.9% |
| 1Y | +20.8% | +42.9% | -22.1% | +11.7% |
| 3Y | +48.5% | +23.1% | +25.4% | +34.2% |
| 5Y | +60.6% | -4.4% | +64.9% | +49.6% |
| 10Y | +349.8% | +461.3% | -111.6% | +175.0% |
| All | +28,817.6% | +14,846.0% | +13,971.7% | +10,905.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling