-30.6%
AR vs WST
+885.6%
-916.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -14.3% | -3.1% | -11.2% | -13.9% |
| 30D | +1.4% | +9.1% | -7.7% | +0.1% |
| 3M | +3.4% | +14.7% | -11.3% | +1.2% |
| 6M | -2.1% | +28.0% | -30.1% | -5.8% |
| YTD | +4.7% | +45.6% | -40.9% | -1.8% |
| 1Y | +10.6% | +45.7% | -35.1% | +3.7% |
| 3Y | +24.6% | +21.1% | +3.5% | +14.2% |
| 5Y | +71.9% | +0.3% | +71.6% | +58.3% |
| 10Y | +46.4% | +449.0% | -402.7% | -11.3% |
| All | -30.6% | +885.6% | -916.2% | -65.2% |
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