+35.3%
WST vs NWSA
+1.3%
+34.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.2% |
| 7D | +0.4% | -4.8% | +5.2% | +0.7% |
| 30D | -2.0% | +3.0% | -5.0% | -2.1% |
| 3M | +4.1% | +9.3% | -5.2% | +3.5% |
| 6M | +47.4% | +23.2% | +24.2% | +45.4% |
| YTD | +25.4% | +13.3% | +12.1% | +25.9% |
| 1Y | +35.3% | +2.9% | +32.4% | +34.7% |
| All | +35.3% | +1.3% | +34.0% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling