-43.9%
ALB vs WST
-25.7%
-18.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.2% |
| 7D | -8.1% | +0.7% | -8.8% | -8.3% |
| 30D | +6.3% | -3.1% | +9.4% | +7.3% |
| 3M | -23.6% | +7.2% | -30.8% | -25.5% |
| 6M | -24.6% | +36.8% | -61.4% | -32.2% |
| YTD | -10.3% | +23.8% | -34.1% | -17.0% |
| 1Y | +61.5% | +37.8% | +23.7% | +43.6% |
| 3Y | -34.0% | -15.9% | -18.1% | -35.3% |
| All | -43.9% | -25.7% | -18.2% | -43.5% |
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