-27.0%
WST vs WCN
+30.9%
-57.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.1% |
| 7D | -0.3% | -0.4% | +0.2% | 0.0% |
| 30D | -4.6% | -2.1% | -2.5% | -3.4% |
| 3M | +5.7% | +6.4% | -0.7% | +1.3% |
| 6M | +37.6% | -3.7% | +41.3% | +39.7% |
| YTD | +23.0% | -6.4% | +29.4% | +26.6% |
| 1Y | +33.8% | -7.9% | +41.8% | +38.9% |
| 3Y | -13.4% | +20.8% | -34.2% | -25.9% |
| 5Y | -27.0% | +29.0% | -55.9% | -42.5% |
| All | -27.0% | +30.9% | -57.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling