+5,376.0%
WMB vs WST
+12,330.1%
-6,954.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.6% | +0.7% | -0.2% | +0.4% |
| 30D | +3.3% | -3.1% | +6.4% | +4.1% |
| 3M | +3.1% | +7.2% | -4.1% | +1.0% |
| 6M | -0.7% | +36.8% | -37.5% | -9.5% |
| YTD | +25.2% | +23.8% | +1.3% | +16.6% |
| 1Y | +32.9% | +37.8% | -4.9% | +19.3% |
| 3Y | +140.6% | -15.9% | +156.5% | +129.0% |
| 5Y | +273.5% | -25.8% | +299.3% | +255.6% |
| 10Y | +334.2% | +319.6% | +14.6% | +106.9% |
| All | +5,376.0% | +12,330.1% | -6,954.1% | +888.2% |
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