+303.7%
WMB vs WST
+322.7%
-19.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.6% | +0.7% | -0.2% | +0.5% |
| 30D | +3.3% | -3.1% | +6.4% | +3.6% |
| 3M | +3.1% | +7.2% | -4.1% | +2.4% |
| 6M | -0.7% | +36.8% | -37.5% | -3.9% |
| YTD | +25.2% | +23.8% | +1.3% | +22.1% |
| 1Y | +32.9% | +37.8% | -4.9% | +27.8% |
| 3Y | +140.6% | -15.9% | +156.5% | +139.1% |
| 5Y | +273.5% | -25.8% | +299.3% | +271.0% |
| All | +303.7% | +322.7% | -19.0% | +158.0% |
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 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