+453.9%
WST vs NWSA
+146.9%
+307.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +1.1% | -12.2% | +13.3% | +4.5% |
| 30D | +12.4% | -8.7% | +21.1% | +14.9% |
| 3M | +17.6% | -6.0% | +23.5% | +19.1% |
| 6M | +28.3% | -0.3% | +28.6% | +27.4% |
| YTD | +50.5% | +3.5% | +47.0% | +47.5% |
| 1Y | +49.4% | +0.8% | +48.6% | +47.5% |
| 3Y | +21.9% | +31.1% | -9.3% | +10.4% |
| 5Y | +0.4% | +18.8% | -18.4% | -9.0% |
| All | +453.9% | +146.9% | +307.0% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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