+15,588.9%
WWD vs WST
+8,606.3%
+6,982.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +1.3% | +0.7% | +0.5% | +1.0% |
| 30D | -7.2% | -3.1% | -4.0% | -6.1% |
| 3M | -3.8% | +7.2% | -11.0% | -6.8% |
| 6M | -9.9% | +36.8% | -46.7% | -21.0% |
| YTD | +14.8% | +23.8% | -9.0% | +4.1% |
| 1Y | +42.1% | +37.8% | +4.3% | +23.0% |
| 3Y | +170.8% | -15.9% | +186.7% | +154.2% |
| 5Y | +197.5% | -25.8% | +223.3% | +181.3% |
| 10Y | +477.8% | +319.6% | +158.2% | +116.0% |
| All | +15,588.9% | +8,606.3% | +6,982.6% | +1,939.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling