-63.5%
ALB vs WST
-0.5%
-63.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.6% | +4.9% | -8.4% | -5.0% |
| 30D | -2.9% | +10.7% | -13.6% | -6.0% |
| 3M | -25.8% | +16.8% | -42.7% | -29.5% |
| 6M | -53.6% | +32.0% | -85.5% | -57.7% |
| YTD | -32.4% | +49.9% | -82.3% | -41.1% |
| 1Y | -13.0% | +50.6% | -63.7% | -24.5% |
| 3Y | -15.0% | +21.4% | -36.4% | -27.9% |
| 5Y | -63.5% | -0.6% | -63.0% | -68.6% |
| All | -63.5% | -0.5% | -63.0% | -68.6% |
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