+2,152.2%
ALB vs WST
+10,151.1%
-7,999.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +5.3% | +1.4% | +3.9% | +4.6% |
| 30D | -6.3% | +12.7% | -19.0% | -10.6% |
| 3M | -27.4% | +17.2% | -44.6% | -31.9% |
| 6M | -53.1% | +26.7% | -79.7% | -57.5% |
| YTD | -32.3% | +50.3% | -82.6% | -42.9% |
| 1Y | -7.3% | +50.2% | -57.5% | -22.0% |
| 3Y | -14.9% | +21.7% | -36.6% | -29.2% |
| 5Y | -62.0% | +2.0% | -64.1% | -67.0% |
| 10Y | +33.0% | +451.1% | -418.1% | -43.2% |
| All | +2,152.2% | +10,151.1% | -7,999.0% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling