-27.0%
WST vs USFR
+20.5%
-47.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -4.6% | +0.3% | -4.9% | -4.6% |
| 3M | +5.7% | +1.0% | +4.7% | +5.4% |
| 6M | +37.6% | +1.9% | +35.6% | +36.0% |
| YTD | +23.0% | +2.7% | +20.4% | +20.7% |
| 1Y | +33.8% | +4.0% | +29.8% | +28.6% |
| 3Y | -13.4% | +14.0% | -27.4% | -20.6% |
| 5Y | -27.0% | +20.4% | -47.4% | -34.9% |
| All | -27.0% | +20.5% | -47.4% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling