-24.0%
WST vs WCC
+211.6%
-235.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.9% |
| 7D | +0.4% | +1.7% | -1.2% | 0.0% |
| 30D | -2.0% | -6.1% | +4.0% | -0.9% |
| 3M | +4.1% | +3.1% | +1.0% | +2.5% |
| 6M | +47.4% | +28.2% | +19.2% | +37.0% |
| YTD | +25.4% | +41.1% | -15.7% | +13.7% |
| 1Y | +35.3% | +61.3% | -26.0% | +18.3% |
| 3Y | -11.7% | +123.6% | -135.3% | -32.5% |
| 5Y | -24.0% | +214.8% | -238.8% | -49.8% |
| All | -24.0% | +211.6% | -235.7% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling