+247.2%
WPM vs WST
-0.1%
+247.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.7% |
| 7D | +16.9% | -3.1% | +20.0% | +17.3% |
| 30D | +2.0% | +9.1% | -7.1% | +0.9% |
| 3M | +8.9% | +14.7% | -5.8% | +7.2% |
| 6M | +1.6% | +28.0% | -26.4% | -1.4% |
| YTD | +16.5% | +45.6% | -29.1% | +11.1% |
| 1Y | +42.2% | +45.7% | -3.5% | +35.5% |
| 3Y | +213.3% | +21.1% | +192.2% | +192.9% |
| All | +247.2% | -0.1% | +247.4% | +229.0% |
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