+458.6%
WST vs WCC
+431.3%
+27.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | +4.2% | +9.9% | -5.7% | +2.5% |
| 30D | +11.2% | -8.4% | +19.7% | +12.6% |
| 3M | +20.4% | -10.3% | +30.7% | +21.9% |
| 6M | +37.9% | -10.5% | +48.4% | +38.8% |
| YTD | +51.8% | +32.2% | +19.6% | +41.6% |
| 1Y | +56.6% | +25.5% | +31.1% | +47.3% |
| 3Y | +24.2% | +134.7% | -110.5% | +0.7% |
| 5Y | +0.7% | +139.9% | -139.3% | -20.8% |
| All | +458.6% | +431.3% | +27.3% | +272.2% |
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