-16.0%
Z vs WST
+446.4%
-462.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.5% | +1.4% | -7.8% | -6.8% |
| 30D | -0.1% | +12.7% | -12.8% | -4.1% |
| 3M | -14.1% | +17.2% | -31.3% | -18.9% |
| 6M | -30.1% | +26.7% | -56.7% | -36.0% |
| YTD | -57.5% | +50.3% | -107.8% | -63.9% |
| 1Y | -60.3% | +50.2% | -110.6% | -66.3% |
| 3Y | -21.0% | +21.7% | -42.8% | -34.8% |
| 5Y | -54.9% | +2.0% | -56.9% | -60.5% |
| 10Y | -16.0% | +451.1% | -467.1% | -70.0% |
| All | -16.0% | +446.4% | -462.4% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling