+550.8%
WPM vs WST
+325.7%
+225.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.9% | -1.7% | +5.5% | +4.1% |
| 30D | +17.7% | -4.3% | +22.0% | +18.4% |
| 3M | +39.4% | +0.7% | +38.7% | +39.2% |
| 6M | +6.4% | +36.0% | -29.6% | +1.7% |
| YTD | +34.0% | +22.7% | +11.2% | +29.6% |
| 1Y | +50.5% | +34.1% | +16.4% | +43.5% |
| 3Y | +280.3% | -13.6% | +293.9% | +274.9% |
| 5Y | +266.3% | -26.0% | +292.3% | +260.7% |
| 10Y | +550.8% | +335.8% | +215.0% | +444.8% |
| All | +550.8% | +325.7% | +225.1% | +444.8% |
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