+30.6%
ALNY vs WST
-24.9%
+55.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.2% | -4.5% |
| 7D | -6.4% | +0.4% | -6.9% | -6.5% |
| 30D | +11.9% | -2.0% | +13.9% | +12.4% |
| 3M | -15.0% | +4.1% | -19.1% | -15.9% |
| 6M | -23.2% | +47.4% | -70.7% | -30.0% |
| YTD | -37.8% | +25.4% | -63.2% | -41.3% |
| 1Y | -47.3% | +35.3% | -82.6% | -51.3% |
| 3Y | +22.9% | -11.7% | +34.6% | +21.2% |
| 5Y | +30.6% | -24.0% | +54.6% | +28.8% |
| All | +30.6% | -24.9% | +55.5% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling