-14.1%
ALB vs WST
+24.3%
-38.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | -5.8% | +4.2% | -10.0% | -6.6% |
| 30D | -4.5% | +11.2% | -15.8% | -6.9% |
| 3M | -28.1% | +20.4% | -48.4% | -31.1% |
| 6M | -53.2% | +37.9% | -91.1% | -56.7% |
| YTD | -33.3% | +51.8% | -85.1% | -39.9% |
| 1Y | -17.4% | +56.6% | -74.1% | -26.2% |
| 3Y | -14.1% | +24.2% | -38.3% | -37.1% |
| All | -14.1% | +24.3% | -38.5% | -37.1% |
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 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