+5,202.4%
WPM vs WST
+3,280.3%
+1,922.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.5% |
| 7D | +16.9% | -3.1% | +20.0% | +17.7% |
| 30D | +2.0% | +9.1% | -7.1% | +0.1% |
| 3M | +8.9% | +14.7% | -5.8% | +5.7% |
| 6M | +1.6% | +28.0% | -26.4% | -3.9% |
| YTD | +16.5% | +45.6% | -29.1% | +6.7% |
| 1Y | +42.2% | +45.7% | -3.5% | +30.1% |
| 3Y | +213.3% | +21.1% | +192.2% | +179.5% |
| 5Y | +249.9% | +0.3% | +249.6% | +219.3% |
| 10Y | +549.4% | +449.0% | +100.3% | +257.3% |
| All | +5,202.4% | +3,280.3% | +1,922.0% | +1,461.6% |
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