+458.6%
WST vs NWSA
+148.1%
+310.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.4% | +0.5% |
| 7D | +4.2% | +2.2% | +2.0% | +3.6% |
| 30D | +11.2% | -8.8% | +20.0% | +13.7% |
| 3M | +20.4% | -6.5% | +26.9% | +22.1% |
| 6M | +37.9% | +1.5% | +36.4% | +36.3% |
| YTD | +51.8% | +4.0% | +47.8% | +48.5% |
| 1Y | +56.6% | +3.4% | +53.2% | +53.5% |
| 3Y | +24.2% | +34.8% | -10.6% | +11.6% |
| 5Y | +0.7% | +18.4% | -17.7% | -8.7% |
| All | +458.6% | +148.1% | +310.5% | +300.1% |
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