+451.2%
WST vs FIVE
+535.9%
-84.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +12.3% | +17.4% | -5.1% | +9.3% |
| 3M | +17.5% | +7.0% | +10.5% | +15.9% |
| 6M | +28.2% | +20.5% | +7.7% | +23.4% |
| YTD | +50.4% | +33.1% | +17.3% | +41.7% |
| 1Y | +49.3% | +67.1% | -17.8% | +35.3% |
| 3Y | +21.8% | +41.9% | -20.1% | +8.8% |
| 5Y | +0.3% | +21.1% | -20.8% | -10.4% |
| 10Y | +451.2% | +518.8% | -67.7% | +274.3% |
| All | +451.2% | +535.9% | -84.8% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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