+3,646.0%
ALL vs WST
+10,833.0%
-7,187.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.3% | -5.0% |
| 7D | -1.9% | -3.1% | +1.2% | -1.2% |
| 30D | +13.8% | +9.1% | +4.7% | +11.2% |
| 3M | -7.0% | +14.7% | -21.7% | -10.5% |
| 6M | +18.0% | +28.0% | -10.0% | +9.9% |
| YTD | +24.2% | +45.6% | -21.5% | +10.8% |
| 1Y | +31.2% | +45.7% | -14.5% | +16.8% |
| 3Y | +107.5% | +21.1% | +86.5% | +78.7% |
| 5Y | +144.8% | +0.3% | +144.5% | +115.1% |
| 10Y | +375.8% | +449.0% | -73.3% | +119.9% |
| All | +3,646.0% | +10,833.0% | -7,187.0% | +670.0% |
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