+2,257.7%
ALNY vs WST
+5,287.2%
-3,029.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.1% | +4.8% |
| 7D | +5.8% | +4.2% | +1.6% | +3.9% |
| 30D | -26.5% | +11.2% | -37.7% | -30.3% |
| 3M | -27.3% | +20.4% | -47.7% | -33.7% |
| 6M | -43.4% | +37.9% | -81.3% | -51.7% |
| YTD | -58.5% | +51.8% | -110.3% | -66.6% |
| 1Y | -63.6% | +56.6% | -120.3% | -71.3% |
| 3Y | 0.0% | +24.2% | -24.2% | -23.2% |
| 5Y | -3.4% | +0.7% | -4.1% | -21.0% |
| 10Y | +254.6% | +456.3% | -201.6% | -7.0% |
| All | +2,257.7% | +5,287.2% | -3,029.4% | +180.9% |
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