+60.8%
ABNB vs WST
+19.1%
+41.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.9% | +9.8% | +11.4% |
| 7D | +15.6% | -3.1% | +18.7% | +16.1% |
| 30D | +18.3% | +9.1% | +9.2% | +16.9% |
| 3M | +25.3% | +14.7% | +10.6% | +22.9% |
| 6M | +35.8% | +28.0% | +7.8% | +31.1% |
| YTD | +40.0% | +45.6% | -5.7% | +32.2% |
| 1Y | +57.6% | +45.7% | +12.0% | +48.8% |
| 3Y | +60.8% | +21.1% | +39.7% | +36.9% |
| All | +60.8% | +19.1% | +41.7% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling