+495.3%
WWD vs WST
+325.7%
+169.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +0.6% | -1.7% | +2.3% | +1.0% |
| 30D | -5.1% | -4.3% | -0.8% | -4.2% |
| 3M | -11.2% | +0.7% | -12.0% | -11.6% |
| 6M | -12.0% | +36.0% | -48.1% | -18.2% |
| YTD | +12.0% | +22.7% | -10.8% | +6.3% |
| 1Y | +42.8% | +34.1% | +8.7% | +32.7% |
| 3Y | +168.9% | -13.6% | +182.5% | +162.2% |
| 5Y | +192.2% | -26.0% | +218.2% | +190.1% |
| 10Y | +495.3% | +335.8% | +159.5% | +197.7% |
| All | +495.3% | +325.7% | +169.6% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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