+12.5%
A vs WST
-0.1%
+12.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.2% |
| 7D | -0.1% | -3.1% | +3.0% | +0.9% |
| 30D | +3.4% | +9.1% | -5.7% | +0.8% |
| 3M | +23.8% | +14.7% | +9.1% | +19.1% |
| 6M | +49.0% | +28.0% | +21.0% | +38.8% |
| YTD | +29.4% | +45.6% | -16.3% | +15.5% |
| 1Y | +19.4% | +45.7% | -26.3% | +6.5% |
| 3Y | +66.2% | +21.1% | +45.1% | +43.1% |
| All | +12.5% | -0.1% | +12.7% | +8.3% |
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