+131,458.9%
AAPL vs WST
+14,518.0%
+116,940.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | -0.7% | -3.1% | +2.4% | +0.3% |
| 30D | +1.7% | +9.1% | -7.4% | -0.9% |
| 3M | +9.7% | +14.7% | -5.0% | +5.2% |
| 6M | +19.3% | +28.0% | -8.7% | +10.1% |
| YTD | +26.3% | +45.6% | -19.4% | +11.3% |
| 1Y | +27.4% | +45.7% | -18.3% | +12.0% |
| 3Y | +93.6% | +21.1% | +72.5% | +64.5% |
| 5Y | +131.7% | +0.3% | +131.4% | +104.0% |
| 10Y | +1,268.5% | +449.0% | +819.5% | +575.2% |
| All | +131,458.9% | +14,518.0% | +116,940.9% | +28,393.1% |
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