+133.0%
AAPL vs WST
-0.1%
+133.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -0.7% | -3.1% | +2.4% | -0.1% |
| 30D | +1.7% | +9.1% | -7.4% | +0.2% |
| 3M | +9.7% | +14.7% | -5.0% | +7.0% |
| 6M | +19.3% | +28.0% | -8.7% | +13.7% |
| YTD | +26.3% | +45.6% | -19.4% | +17.0% |
| 1Y | +27.4% | +45.7% | -18.3% | +17.9% |
| 3Y | +93.6% | +21.1% | +72.5% | +72.6% |
| All | +133.0% | -0.1% | +133.1% | +113.8% |
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 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