+97.4%
AR vs WST
+1.0%
+96.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.1% |
| 7D | +7.4% | +4.2% | +3.2% | +6.8% |
| 30D | +5.8% | +11.2% | -5.5% | +4.2% |
| 3M | +5.2% | +20.4% | -15.2% | +2.6% |
| 6M | +5.4% | +37.9% | -32.4% | +0.8% |
| YTD | +12.4% | +51.8% | -39.4% | +5.5% |
| 1Y | +12.8% | +56.6% | -43.8% | +5.3% |
| 3Y | +47.2% | +24.2% | +23.0% | +33.4% |
| All | +97.4% | +1.0% | +96.4% | +74.6% |
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 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