+107.5%
ALL vs WST
+19.1%
+88.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.3% | -4.5% |
| 7D | -1.9% | -3.1% | +1.2% | -1.9% |
| 30D | +13.8% | +9.1% | +4.7% | +13.6% |
| 3M | -7.0% | +14.7% | -21.7% | -7.2% |
| 6M | +18.0% | +28.0% | -10.0% | +17.5% |
| YTD | +24.2% | +45.6% | -21.5% | +23.2% |
| 1Y | +31.2% | +45.7% | -14.5% | +30.1% |
| 3Y | +107.5% | +21.1% | +86.5% | +104.7% |
| All | +107.5% | +19.1% | +88.5% | +104.7% |
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