+21.7%
WST vs FIVE
+43.9%
-22.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.4% | +7.3% | -6.0% | +0.8% |
| 30D | +12.7% | +18.1% | -5.3% | +11.2% |
| 3M | +17.2% | +7.7% | +9.4% | +16.3% |
| 6M | +26.7% | +13.6% | +13.0% | +24.9% |
| YTD | +50.3% | +34.6% | +15.7% | +45.8% |
| 1Y | +50.2% | +66.2% | -16.0% | +43.3% |
| 3Y | +21.7% | +43.5% | -21.8% | +11.1% |
| All | +21.7% | +43.9% | -22.2% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling