+257.6%
ALAB vs WST
+5.9%
+251.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.9% | -2.9% |
| 7D | +16.3% | +4.2% | +12.1% | +15.4% |
| 30D | -26.1% | +11.2% | -37.3% | -27.3% |
| 3M | -31.3% | +20.4% | -51.6% | -33.4% |
| 6M | -1.0% | +37.9% | -38.9% | -6.3% |
| YTD | +33.3% | +51.8% | -18.5% | +23.1% |
| 1Y | +53.5% | +56.6% | -3.1% | +41.2% |
| All | +257.6% | +5.9% | +251.7% | +182.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling