-47.2%
ALNY vs WST
+34.6%
-81.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.2% | -4.4% |
| 7D | -6.4% | +0.4% | -6.9% | -6.5% |
| 30D | +11.9% | -2.0% | +13.9% | +12.2% |
| 3M | -15.0% | +4.1% | -19.1% | -15.6% |
| 6M | -23.2% | +47.4% | -70.7% | -27.0% |
| YTD | -37.8% | +25.4% | -63.2% | -40.0% |
| All | -47.2% | +34.6% | -81.8% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling