+9,012.0%
WMT vs WST
+12,330.1%
-3,318.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +3.9% | +0.7% | +3.2% | +3.8% |
| 30D | -4.4% | -3.1% | -1.3% | -3.9% |
| 3M | -8.8% | +7.2% | -16.0% | -10.0% |
| 6M | -15.6% | +36.8% | -52.5% | -20.2% |
| YTD | -3.2% | +23.8% | -27.1% | -7.1% |
| 1Y | +7.0% | +37.8% | -30.7% | +0.6% |
| 3Y | +105.3% | -15.9% | +121.2% | +100.9% |
| 5Y | +129.3% | -25.8% | +155.1% | +124.8% |
| 10Y | +423.9% | +319.6% | +104.3% | +257.4% |
| All | +9,012.0% | +12,330.1% | -3,318.2% | +3,156.3% |
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