+1,203.2%
WST vs NWSA
+99.8%
+1,103.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.4% | -9.7% | +11.0% | +4.0% |
| 30D | +12.7% | -8.6% | +21.3% | +15.2% |
| 3M | +17.2% | -6.3% | +23.4% | +18.8% |
| 6M | +26.7% | -1.2% | +27.8% | +26.1% |
| YTD | +50.3% | +2.6% | +47.6% | +47.5% |
| 1Y | +50.2% | 0.0% | +50.2% | +48.6% |
| 3Y | +21.7% | +30.1% | -8.3% | +10.5% |
| 5Y | +2.0% | +18.3% | -16.3% | -7.0% |
| 10Y | +451.1% | +149.3% | +301.8% | +284.6% |
| All | +1,203.2% | +99.8% | +1,103.4% | +877.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling