+21.7%
WST vs NWSA
+30.9%
-9.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.4% | -9.7% | +11.0% | +3.5% |
| 30D | +12.7% | -8.6% | +21.3% | +14.7% |
| 3M | +17.2% | -6.3% | +23.4% | +18.5% |
| 6M | +26.7% | -1.2% | +27.8% | +26.3% |
| YTD | +50.3% | +2.6% | +47.6% | +48.7% |
| 1Y | +50.2% | 0.0% | +50.2% | +49.7% |
| 3Y | +21.7% | +30.1% | -8.3% | +6.8% |
| All | +21.7% | +30.9% | -9.2% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling