+130.8%
WMT vs WST
-27.5%
+158.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | -1.7% | +1.4% | -0.1% |
| 30D | -5.8% | -4.3% | -1.5% | -5.5% |
| 3M | -10.8% | +0.7% | -11.5% | -10.9% |
| 6M | -14.3% | +36.0% | -50.4% | -16.6% |
| YTD | -4.4% | +22.7% | -27.1% | -6.3% |
| 1Y | +4.3% | +34.1% | -29.8% | +1.5% |
| 3Y | +100.1% | -13.6% | +113.6% | +97.7% |
| 5Y | +130.8% | -26.0% | +156.8% | +127.0% |
| All | +130.8% | -27.5% | +158.4% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling