+114.3%
ADI vs WST
-0.1%
+114.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -12.8% | -3.1% | -9.7% | -12.1% |
| 30D | -11.3% | +9.1% | -20.4% | -12.9% |
| 3M | -3.4% | +14.7% | -18.0% | -6.2% |
| 6M | -12.0% | +28.0% | -40.0% | -17.0% |
| YTD | +35.3% | +45.6% | -10.4% | +23.6% |
| 1Y | +58.1% | +45.7% | +12.4% | +44.4% |
| 3Y | +127.4% | +21.1% | +106.3% | +100.6% |
| All | +114.3% | -0.1% | +114.4% | +97.5% |
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