+270.3%
ALLE vs WST
+652.6%
-382.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -0.2% | +0.7% | -1.0% | -0.4% |
| 30D | -6.8% | -3.1% | -3.6% | -6.1% |
| 3M | +21.0% | +7.2% | +13.8% | +18.9% |
| 6M | +1.1% | +36.8% | -35.7% | -6.5% |
| YTD | -0.5% | +23.8% | -24.4% | -6.1% |
| 1Y | -7.3% | +37.8% | -45.0% | -15.0% |
| 3Y | +42.3% | -15.9% | +58.2% | +39.4% |
| 5Y | +13.5% | -25.8% | +39.3% | +12.3% |
| 10Y | +144.0% | +319.6% | -175.6% | +29.5% |
| All | +270.3% | +652.6% | -382.3% | +59.0% |
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