+451.1%
WST vs WCC
+460.5%
-9.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.4% | -9.9% | +11.3% | +3.1% |
| 30D | +12.7% | -13.4% | +26.1% | +15.2% |
| 3M | +17.2% | -13.5% | +30.6% | +19.4% |
| 6M | +26.7% | -10.6% | +37.3% | +27.6% |
| YTD | +50.3% | +30.1% | +20.2% | +40.6% |
| 1Y | +50.2% | +22.3% | +27.9% | +42.0% |
| 3Y | +21.7% | +130.3% | -108.6% | -1.0% |
| 5Y | +2.0% | +144.5% | -142.5% | -19.9% |
| 10Y | +451.1% | +431.8% | +19.3% | +277.4% |
| All | +451.1% | +460.5% | -9.4% | +277.4% |
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