+336.1%
WST vs WTW
+198.0%
+138.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.8% | -5.7% | +7.6% | +3.8% |
| 30D | -1.7% | -7.3% | +5.5% | +0.7% |
| 3M | +4.9% | +21.5% | -16.6% | -2.3% |
| 6M | +45.5% | +9.6% | +35.9% | +39.7% |
| YTD | +26.1% | -3.3% | +29.4% | +25.8% |
| 1Y | +31.7% | -6.1% | +37.8% | +32.6% |
| 3Y | -12.1% | +61.8% | -73.9% | -29.9% |
| 5Y | -23.6% | +42.7% | -66.3% | -36.2% |
| All | +336.1% | +198.0% | +138.1% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling