+236.1%
ALNY vs WST
+344.2%
-108.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -6.5% | +1.8% | -8.4% | -7.1% |
| 30D | +11.0% | -1.7% | +12.8% | +11.6% |
| 3M | -14.1% | +4.9% | -18.9% | -15.5% |
| 6M | -22.4% | +45.5% | -67.9% | -31.0% |
| YTD | -37.5% | +26.1% | -63.6% | -42.2% |
| 1Y | -46.9% | +31.7% | -78.6% | -51.9% |
| 3Y | +22.1% | -12.1% | +34.1% | +18.1% |
| 5Y | +31.2% | -23.6% | +54.8% | +30.3% |
| All | +236.1% | +344.2% | -108.1% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling