+182.3%
WWD vs WST
-23.9%
+206.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -2.6% | +1.8% | -4.4% | -2.9% |
| 30D | -6.9% | -1.7% | -5.2% | -6.7% |
| 3M | -13.0% | +4.9% | -17.9% | -13.8% |
| 6M | -12.5% | +45.5% | -58.0% | -17.5% |
| YTD | +11.8% | +26.1% | -14.3% | +7.4% |
| 1Y | +41.1% | +31.7% | +9.4% | +34.5% |
| 3Y | +163.1% | -12.1% | +175.1% | +159.9% |
| All | +182.3% | -23.9% | +206.3% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling