+45.2%
AR vs WST
+23.2%
+22.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +2.1% | +1.0% | +1.1% | +2.0% |
| 30D | +4.5% | +12.3% | -7.8% | +4.0% |
| 3M | +1.0% | +17.5% | -16.5% | +0.3% |
| 6M | +4.4% | +28.2% | -23.8% | +3.3% |
| YTD | +10.9% | +50.4% | -39.5% | +8.6% |
| 1Y | +8.6% | +49.3% | -40.7% | +6.4% |
| All | +45.2% | +23.2% | +22.0% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling