+575.8%
WY vs WST
+14,947.6%
-14,371.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.4% | +4.9% | -10.3% | -6.8% |
| 30D | +7.9% | +10.7% | -2.8% | +4.5% |
| 3M | -16.6% | +16.8% | -33.4% | -20.6% |
| 6M | -11.2% | +32.0% | -43.2% | -18.8% |
| YTD | -11.3% | +49.9% | -61.3% | -22.8% |
| 1Y | -5.5% | +50.6% | -56.2% | -18.0% |
| 3Y | -25.4% | +21.4% | -46.8% | -36.6% |
| 5Y | -32.4% | -0.6% | -31.8% | -40.4% |
| 10Y | +3.8% | +449.4% | -445.7% | -51.6% |
| All | +575.8% | +14,947.6% | -14,371.8% | +36.1% |
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 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