+122,851.5%
AAPL vs WST
+12,330.1%
+110,521.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +0.1% | +0.7% | -0.7% | -0.1% |
| 30D | +3.0% | -3.1% | +6.1% | +3.9% |
| 3M | +2.9% | +7.2% | -4.3% | +0.3% |
| 6M | +22.1% | +36.8% | -14.7% | +10.1% |
| YTD | +18.0% | +23.8% | -5.8% | +9.2% |
| 1Y | +33.9% | +37.8% | -3.8% | +19.2% |
| 3Y | +71.2% | -15.9% | +87.1% | +63.4% |
| 5Y | +112.6% | -25.8% | +138.4% | +105.7% |
| 10Y | +1,198.8% | +319.6% | +879.2% | +594.4% |
| All | +122,851.5% | +12,330.1% | +110,521.4% | +27,865.9% |
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