-31.7%
WY vs WST
+1.6%
-33.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | +0.2% | +1.4% | -1.2% | -0.1% |
| 30D | +8.0% | +12.7% | -4.7% | +5.8% |
| 3M | -17.7% | +17.2% | -34.8% | -19.9% |
| 6M | -10.8% | +26.7% | -37.4% | -14.5% |
| YTD | -10.6% | +50.3% | -60.9% | -17.2% |
| 1Y | -5.7% | +50.2% | -56.0% | -12.8% |
| 3Y | -24.8% | +21.7% | -46.5% | -31.7% |
| 5Y | -31.7% | +2.0% | -33.8% | -37.1% |
| All | -31.7% | +1.6% | -33.4% | -37.1% |
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