+37.8%
WST vs WSM
+19.9%
+17.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.2% |
| 7D | +0.7% | -3.3% | +4.0% | +1.4% |
| 30D | -3.1% | -8.4% | +5.2% | -1.4% |
| 3M | +7.2% | +9.7% | -2.4% | +4.6% |
| 6M | +36.8% | +16.7% | +20.1% | +30.7% |
| YTD | +23.8% | +28.7% | -4.8% | +16.9% |
| 1Y | +37.8% | +13.7% | +24.1% | +34.0% |
| All | +37.8% | +19.9% | +17.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling