-13.4%
WST vs WCC
+137.6%
-151.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| 6M | +37.6% | +36.8% | +0.7% | +28.2% |
| YTD | +23.0% | +47.7% | -24.7% | +13.0% |
| 1Y | +33.8% | +66.5% | -32.7% | +19.8% |
| 3Y | -13.4% | +134.2% | -147.5% | -28.9% |
| All | -13.4% | +137.6% | -151.0% | -28.9% |
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