-24.2%
AR vs WST
+738.1%
-762.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +14.8% | -3.1% | +17.9% | +15.3% |
| 3M | +6.2% | +7.2% | -1.0% | +5.0% |
| 6M | +4.3% | +36.8% | -32.5% | -1.1% |
| YTD | +14.4% | +23.8% | -9.5% | +10.0% |
| 1Y | +21.3% | +37.8% | -16.4% | +14.5% |
| 3Y | +39.8% | -15.9% | +55.7% | +37.1% |
| 5Y | +142.1% | -25.8% | +167.9% | +133.5% |
| 10Y | +52.0% | +319.6% | -267.6% | -3.1% |
| All | -24.2% | +738.1% | -762.3% | -61.1% |
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