+6,566.5%
WST vs WTW
+1,139.1%
+5,427.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | +0.2% |
| 7D | -0.3% | -2.7% | +2.5% | +0.6% |
| 30D | -4.6% | -5.6% | +1.0% | -2.9% |
| 3M | +5.7% | +26.5% | -20.8% | -2.1% |
| 6M | +37.6% | +8.1% | +29.4% | +33.1% |
| YTD | +23.0% | -0.3% | +23.3% | +21.5% |
| 1Y | +33.8% | -0.9% | +34.7% | +32.2% |
| 3Y | -13.4% | +66.6% | -80.0% | -28.7% |
| 5Y | -27.0% | +54.0% | -80.9% | -38.4% |
| 10Y | +324.5% | +198.1% | +126.4% | +185.2% |
| All | +6,566.5% | +1,139.1% | +5,427.5% | +3,806.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling