+428.1%
WMT vs WST
+344.2%
+83.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | 0.0% | +1.8% | -1.8% | -0.2% |
| 30D | -7.4% | -1.7% | -5.7% | -7.2% |
| 3M | -10.9% | +4.9% | -15.7% | -11.5% |
| 6M | -12.7% | +45.5% | -58.2% | -16.9% |
| YTD | -3.2% | +26.1% | -29.3% | -6.4% |
| 1Y | +5.3% | +31.7% | -26.4% | +1.1% |
| 3Y | +101.9% | -12.1% | +113.9% | +98.3% |
| 5Y | +134.6% | -23.6% | +158.1% | +132.7% |
| All | +428.1% | +344.2% | +83.9% | +263.4% |
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