+3,701.6%
ALNY vs WST
+4,295.4%
-593.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +12.2% | +0.7% | +11.5% | +11.9% |
| 30D | +16.3% | -3.1% | +19.5% | +18.1% |
| 3M | -12.4% | +7.2% | -19.6% | -15.5% |
| 6M | -18.7% | +36.8% | -55.5% | -30.6% |
| YTD | -33.1% | +23.8% | -56.9% | -40.6% |
| 1Y | -41.3% | +37.8% | -79.1% | -51.0% |
| 3Y | +32.3% | -15.9% | +48.2% | +24.0% |
| 5Y | +34.8% | -25.8% | +60.6% | +28.6% |
| 10Y | +284.7% | +319.6% | -34.9% | +16.0% |
| All | +3,701.6% | +4,295.4% | -593.8% | +400.6% |
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 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