+324.5%
WST vs ALM
+3,219.4%
-2,894.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -0.7% |
| 7D | -0.3% | +8.4% | -8.7% | -0.3% |
| 30D | -4.6% | +34.8% | -39.4% | -4.8% |
| 3M | +5.7% | +16.2% | -10.5% | +5.5% |
| 6M | +37.6% | +2.1% | +35.4% | +37.3% |
| YTD | +23.0% | +117.0% | -94.0% | +22.3% |
| 1Y | +33.8% | +313.9% | -280.0% | +32.4% |
| 3Y | -13.4% | +2,327.9% | -2,341.3% | -14.2% |
| 5Y | -27.0% | +1,040.6% | -1,067.6% | -27.5% |
| 10Y | +324.5% | +3,219.4% | -2,894.9% | +313.4% |
| All | +324.5% | +3,219.4% | -2,894.9% | +313.4% |
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