+24.6%
AR vs WST
+19.1%
+5.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -14.3% | -3.1% | -11.2% | -14.1% |
| 30D | +1.4% | +9.1% | -7.7% | +1.1% |
| 3M | +3.4% | +14.7% | -11.3% | +2.8% |
| 6M | -2.1% | +28.0% | -30.1% | -3.1% |
| YTD | +4.7% | +45.6% | -40.9% | +2.9% |
| 1Y | +10.6% | +45.7% | -35.1% | +8.6% |
| 3Y | +24.6% | +21.1% | +3.5% | +11.4% |
| All | +24.6% | +19.1% | +5.5% | +11.4% |
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