+660.3%
WY vs WST
+12,330.1%
-11,669.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -1.7% | +0.7% | -2.5% | -2.0% |
| 30D | -10.1% | -3.1% | -6.9% | -9.2% |
| 3M | -5.1% | +7.2% | -12.3% | -7.4% |
| 6M | -4.8% | +36.8% | -41.6% | -14.2% |
| YTD | -0.2% | +23.8% | -24.1% | -7.8% |
| 1Y | -6.6% | +37.8% | -44.4% | -16.9% |
| 3Y | -22.7% | -15.9% | -6.8% | -26.1% |
| 5Y | -22.2% | -25.8% | +3.6% | -24.8% |
| 10Y | +7.3% | +319.6% | -312.3% | -45.5% |
| All | +660.3% | +12,330.1% | -11,669.8% | +62.5% |
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 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