+21.1%
WST vs WCC
+110.7%
-89.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.5% |
| 7D | -3.1% | -14.7% | +11.6% | -0.8% |
| 30D | +9.1% | -20.1% | +29.2% | +12.7% |
| 3M | +14.7% | -21.2% | +35.8% | +18.4% |
| 6M | +28.0% | -19.2% | +47.2% | +30.9% |
| YTD | +45.6% | +20.2% | +25.4% | +37.8% |
| 1Y | +45.7% | +14.5% | +31.2% | +38.9% |
| 3Y | +21.1% | +115.1% | -94.0% | -2.9% |
| All | +21.1% | +110.7% | -89.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling