+451.5%
WST vs COO
+40.2%
+411.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +1.1% | -2.3% | +3.4% | +2.1% |
| 30D | +12.4% | +13.3% | -0.9% | +6.2% |
| 3M | +17.6% | -18.1% | +35.7% | +26.9% |
| 6M | +28.3% | +6.7% | +21.6% | +22.1% |
| YTD | +50.5% | -23.2% | +73.7% | +66.4% |
| 1Y | +49.4% | -12.3% | +61.7% | +55.0% |
| 3Y | +21.9% | -23.6% | +45.4% | +28.3% |
| 5Y | +0.4% | -38.7% | +39.1% | +15.8% |
| 10Y | +451.5% | +42.2% | +409.3% | +339.2% |
| All | +451.5% | +40.2% | +411.3% | +339.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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