+451.1%
WST vs FIVE
+562.8%
-111.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.4% | +7.3% | -6.0% | +0.2% |
| 30D | +12.7% | +18.1% | -5.3% | +9.6% |
| 3M | +17.2% | +7.7% | +9.4% | +15.4% |
| 6M | +26.7% | +13.6% | +13.0% | +23.1% |
| YTD | +50.3% | +34.6% | +15.7% | +41.3% |
| 1Y | +50.2% | +66.2% | -16.0% | +36.2% |
| 3Y | +21.7% | +43.5% | -21.8% | +8.5% |
| 5Y | +2.0% | +20.7% | -18.6% | -8.8% |
| 10Y | +451.1% | +541.5% | -90.4% | +273.6% |
| All | +451.1% | +562.8% | -111.7% | +273.6% |
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