+26,336.4%
WM vs WST
+12,330.1%
+14,006.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -2.4% | -3.1% | +0.8% | -1.8% |
| 3M | +0.4% | +7.2% | -6.8% | -1.1% |
| 6M | -9.5% | +36.8% | -46.3% | -15.3% |
| YTD | +0.5% | +23.8% | -23.3% | -4.3% |
| 1Y | -1.1% | +37.8% | -38.9% | -8.2% |
| 3Y | +46.0% | -15.9% | +61.9% | +42.7% |
| 5Y | +51.8% | -25.8% | +77.6% | +49.0% |
| 10Y | +307.5% | +319.6% | -12.1% | +164.0% |
| All | +26,336.4% | +12,330.1% | +14,006.3% | +10,334.2% |
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