+281.4%
WMB vs WST
+456.5%
-175.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +7.8% | +4.2% | +3.6% | +7.4% |
| 30D | -5.1% | +11.2% | -16.3% | -6.0% |
| 3M | -4.7% | +20.4% | -25.1% | -6.4% |
| 6M | -7.4% | +37.9% | -45.3% | -10.3% |
| YTD | +17.5% | +51.8% | -34.3% | +12.4% |
| 1Y | +19.5% | +56.6% | -37.1% | +13.9% |
| 3Y | +121.3% | +24.2% | +97.1% | +108.5% |
| 5Y | +200.5% | +0.7% | +199.9% | +187.2% |
| All | +281.4% | +456.5% | -175.2% | +130.8% |
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