+49.0%
A vs WST
+28.5%
+20.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +0.7% |
| 7D | -0.1% | -3.1% | +3.0% | +1.7% |
| 30D | +3.4% | +9.1% | -5.7% | -1.2% |
| 3M | +23.8% | +14.7% | +9.1% | +15.3% |
| 6M | +49.0% | +28.0% | +21.0% | +26.6% |
| All | +49.0% | +28.5% | +20.5% | +26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling