+3,716.0%
ALL vs WST
+9,196.6%
-5,480.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -1.5% | -3.1% | +1.7% | -0.7% |
| 3M | +23.6% | +7.2% | +16.4% | +21.0% |
| 6M | +22.3% | +36.8% | -14.5% | +11.5% |
| YTD | +26.5% | +23.8% | +2.7% | +17.9% |
| 1Y | +27.0% | +37.8% | -10.8% | +14.3% |
| 3Y | +149.6% | -15.9% | +165.5% | +139.1% |
| 5Y | +118.1% | -25.8% | +143.9% | +109.5% |
| 10Y | +369.0% | +319.6% | +49.4% | +134.5% |
| All | +3,716.0% | +9,196.6% | -5,480.6% | +719.8% |
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