+29.2%
ALL vs WST
+54.9%
-25.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.4% |
| 7D | +5.0% | +4.2% | +0.8% | +5.2% |
| 30D | +13.3% | +11.2% | +2.1% | +13.8% |
| 3M | +3.2% | +20.4% | -17.2% | +3.9% |
| 6M | +25.3% | +37.9% | -12.5% | +26.2% |
| YTD | +30.5% | +51.8% | -21.3% | +33.6% |
| 1Y | +29.2% | +56.6% | -27.4% | +31.5% |
| All | +29.2% | +54.9% | -25.7% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling