+476.0%
A vs WST
+5,576.2%
-5,100.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -1.9% | +0.7% | -2.7% | -2.3% |
| 30D | +6.9% | -3.1% | +10.1% | +8.4% |
| 3M | +9.2% | +7.2% | +2.0% | +5.7% |
| 6M | +25.7% | +36.8% | -11.1% | +8.4% |
| YTD | +11.5% | +23.8% | -12.3% | +0.2% |
| 1Y | +18.4% | +37.8% | -19.4% | +0.9% |
| 3Y | +26.6% | -15.9% | +42.5% | +19.8% |
| 5Y | -12.8% | -25.8% | +13.0% | -15.0% |
| 10Y | +247.2% | +319.6% | -72.4% | +34.3% |
| All | +476.0% | +5,576.2% | -5,100.2% | -52.8% |
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