+42.9%
WST vs WTW
+8.6%
+34.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.5% | +0.2% |
| 7D | +1.3% | +4.9% | -3.6% | +0.9% |
| 30D | +8.5% | +17.1% | -8.6% | +7.1% |
| 3M | +17.2% | -0.3% | +17.5% | +17.2% |
| 6M | +36.3% | +30.7% | +5.6% | +33.6% |
| YTD | +48.9% | +3.7% | +45.2% | +49.9% |
| 1Y | +42.9% | +5.9% | +37.0% | +42.5% |
| All | +42.9% | +8.6% | +34.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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