+79.9%
WST vs ADVB
-96.8%
+176.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.6% | +24.8% | +1.2% |
| 7D | +4.2% | +27.8% | -23.6% | +4.2% |
| 30D | +11.2% | -50.8% | +62.0% | +11.1% |
| 3M | +20.4% | -70.5% | +90.9% | +20.3% |
| 6M | +37.9% | -46.7% | +84.6% | +34.8% |
| YTD | +51.8% | -56.7% | +108.5% | +48.4% |
| 1Y | +56.6% | -71.8% | +128.4% | +54.0% |
| All | +79.9% | -96.8% | +176.7% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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