+10,632.1%
WMT vs WST
+14,947.6%
-4,315.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | +4.9% | -6.1% | -2.0% |
| 30D | +12.4% | +10.7% | +1.7% | +10.5% |
| 3M | +9.0% | +16.8% | -7.8% | +6.2% |
| 6M | -3.0% | +32.0% | -34.9% | -7.5% |
| YTD | +14.0% | +49.9% | -35.9% | +6.0% |
| 1Y | +23.0% | +50.6% | -27.6% | +14.2% |
| 3Y | +135.1% | +21.4% | +113.7% | +116.0% |
| 5Y | +172.7% | -0.6% | +173.3% | +154.4% |
| 10Y | +528.1% | +449.4% | +78.7% | +309.6% |
| All | +10,632.1% | +14,947.6% | -4,315.5% | +3,616.4% |
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 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