-24.8%
WY vs WST
+23.5%
-48.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.4% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | +8.0% | +12.7% | -4.7% | +6.8% |
| 3M | -17.7% | +17.2% | -34.8% | -18.9% |
| 6M | -10.8% | +26.7% | -37.4% | -12.8% |
| YTD | -10.6% | +50.3% | -60.9% | -14.1% |
| 1Y | -5.7% | +50.2% | -56.0% | -9.5% |
| 3Y | -24.8% | +21.7% | -46.5% | -34.5% |
| All | -24.8% | +23.5% | -48.3% | -34.5% |
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