+280.9%
WMB vs WST
+452.9%
-171.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.5% |
| 30D | -7.1% | +12.4% | -19.5% | -8.1% |
| 3M | -4.0% | +17.6% | -21.6% | -5.5% |
| 6M | -5.7% | +28.3% | -34.0% | -8.0% |
| YTD | +17.2% | +50.5% | -33.3% | +12.2% |
| 1Y | +17.2% | +49.4% | -32.2% | +12.3% |
| 3Y | +121.1% | +21.9% | +99.2% | +108.8% |
| 5Y | +197.2% | +0.4% | +196.8% | +183.9% |
| 10Y | +280.9% | +451.5% | -170.6% | +130.6% |
| All | +280.9% | +452.9% | -171.9% | +130.6% |
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