-14.4%
WST vs WCN
+19.5%
-33.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.3% |
| 7D | -1.7% | -1.7% | +0.1% | -0.8% |
| 30D | -4.3% | -3.0% | -1.3% | -2.9% |
| 3M | +0.7% | +2.5% | -1.8% | -1.2% |
| 6M | +36.0% | -5.7% | +41.7% | +39.2% |
| YTD | +22.7% | -7.4% | +30.2% | +26.5% |
| 1Y | +34.1% | -8.6% | +42.7% | +39.0% |
| All | -14.4% | +19.5% | -33.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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