+91.0%
ALLE vs WST
+16.9%
+74.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.4% |
| 7D | 0.0% | -5.8% | +5.8% | +0.7% |
| 30D | +20.6% | +5.3% | +15.3% | +19.9% |
| 3M | +11.4% | +11.8% | -0.4% | +10.1% |
| 6M | +42.5% | +26.7% | +15.8% | +39.1% |
| YTD | +18.9% | +43.0% | -24.1% | +14.4% |
| 1Y | +14.2% | +38.9% | -24.7% | +10.0% |
| All | +91.0% | +16.9% | +74.1% | +72.7% |
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