+335.8%
WST vs WCC
+506.2%
-170.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -1.7% | +6.8% | -8.5% | -2.8% |
| 30D | -4.3% | -3.0% | -1.3% | -3.9% |
| 3M | +0.7% | +0.2% | +0.5% | +0.1% |
| 6M | +36.0% | +33.2% | +2.9% | +27.7% |
| YTD | +22.7% | +45.8% | -23.1% | +13.2% |
| 1Y | +34.1% | +68.4% | -34.3% | +20.2% |
| 3Y | -13.6% | +131.1% | -144.7% | -29.2% |
| 5Y | -26.0% | +225.6% | -251.6% | -43.9% |
| 10Y | +335.8% | +534.2% | -198.4% | +178.4% |
| All | +335.8% | +506.2% | -170.4% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WCC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling