+434.7%
WST vs COO
+41.2%
+393.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | -3.1% | +4.7% | -7.8% | -5.1% |
| 30D | +9.1% | +13.9% | -4.8% | +2.9% |
| 3M | +14.7% | -14.9% | +29.6% | +21.6% |
| 6M | +28.0% | +2.0% | +26.0% | +24.3% |
| YTD | +45.6% | -23.9% | +69.6% | +61.6% |
| 1Y | +45.7% | -9.6% | +55.3% | +49.0% |
| 3Y | +21.1% | -25.4% | +46.5% | +29.0% |
| 5Y | +0.3% | -41.2% | +41.5% | +17.6% |
| All | +434.7% | +41.2% | +393.5% | +334.8% |
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