+322.3%
WST vs FIVE
+478.4%
-156.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.7% |
| 7D | +0.7% | +4.3% | -3.5% | 0.0% |
| 30D | -3.1% | +12.5% | -15.7% | -5.2% |
| 3M | +7.2% | +31.2% | -24.0% | +2.1% |
| 6M | +36.8% | +14.4% | +22.4% | +32.6% |
| YTD | +23.8% | +33.9% | -10.0% | +16.7% |
| 1Y | +37.8% | +65.1% | -27.3% | +25.0% |
| 3Y | -15.9% | +49.0% | -64.9% | -25.6% |
| 5Y | -25.8% | +30.3% | -56.1% | -34.6% |
| All | +322.3% | +478.4% | -156.2% | +179.9% |
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