+336.8%
WST vs WCC
+514.1%
-177.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -1.1% |
| 7D | -0.3% | +8.5% | -8.8% | -1.7% |
| 30D | -4.6% | -1.0% | -3.6% | -4.6% |
| 3M | +5.7% | +2.1% | +3.6% | +4.7% |
| 6M | +37.6% | +36.8% | +0.7% | +28.6% |
| YTD | +23.0% | +47.7% | -24.7% | +13.3% |
| 1Y | +33.8% | +66.5% | -32.7% | +20.2% |
| 3Y | -13.4% | +134.2% | -147.5% | -29.2% |
| 5Y | -27.0% | +231.6% | -258.6% | -44.8% |
| All | +336.8% | +514.1% | -177.3% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling