+335.8%
WST vs USFR
+28.0%
+307.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -4.3% | +0.3% | -4.6% | -4.6% |
| 3M | +0.7% | +1.0% | -0.2% | -0.2% |
| 6M | +36.0% | +1.9% | +34.1% | +33.4% |
| YTD | +22.7% | +2.7% | +20.1% | +19.5% |
| 1Y | +34.1% | +4.0% | +30.1% | +28.6% |
| 3Y | -13.6% | +14.0% | -27.6% | -24.8% |
| 5Y | -26.0% | +20.4% | -46.4% | -39.7% |
| 10Y | +335.8% | +28.0% | +307.8% | +225.1% |
| All | +335.8% | +28.0% | +307.8% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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