+433.7%
WST vs ALM
+2,048.1%
-1,614.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.3% | +1.9% |
| 7D | -3.1% | -6.7% | +3.6% | -3.1% |
| 30D | +9.1% | -32.9% | +42.0% | +9.4% |
| 3M | +14.7% | -39.5% | +54.2% | +15.0% |
| 6M | +28.0% | -62.0% | +90.0% | +28.7% |
| YTD | +45.6% | -7.8% | +53.5% | +45.4% |
| 1Y | +45.7% | +26.7% | +19.0% | +45.0% |
| 3Y | +21.1% | +825.4% | -804.3% | +20.0% |
| 5Y | +0.3% | +401.2% | -400.9% | -0.4% |
| All | +433.7% | +2,048.1% | -1,614.5% | +423.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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