-22.3%
WY vs WST
-15.5%
-6.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -10.5% | -4.6% | -5.9% | -10.1% |
| 3M | -4.9% | +5.7% | -10.6% | -5.4% |
| 6M | -4.9% | +37.6% | -42.5% | -7.9% |
| YTD | -1.7% | +23.0% | -24.7% | -3.8% |
| 1Y | -9.4% | +33.8% | -43.2% | -12.2% |
| 3Y | -22.3% | -13.4% | -8.9% | -25.2% |
| All | -22.3% | -15.5% | -6.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling