+9.6%
WY vs WST
+325.7%
-316.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.7% | -1.7% | 0.0% | -1.3% |
| 30D | -9.9% | -4.3% | -5.5% | -8.9% |
| 3M | -7.5% | +0.7% | -8.3% | -7.9% |
| 6M | -5.1% | +36.0% | -41.2% | -12.7% |
| YTD | -2.1% | +22.7% | -24.8% | -7.9% |
| 1Y | -7.3% | +34.1% | -41.4% | -15.2% |
| 3Y | -22.6% | -13.6% | -9.1% | -25.2% |
| 5Y | -19.8% | -26.0% | +6.2% | -20.5% |
| 10Y | +9.6% | +335.8% | -326.2% | -46.2% |
| All | +9.6% | +325.7% | -316.1% | -46.2% |
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 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