-9.9%
AS vs WST
+29.8%
-39.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.0% |
| 7D | +7.1% | -5.8% | +12.9% | +7.5% |
| 30D | +12.8% | +5.3% | +7.5% | +12.8% |
| 3M | -14.7% | +11.8% | -26.5% | -14.8% |
| 6M | -9.9% | +26.7% | -36.6% | -13.6% |
| All | -9.9% | +29.8% | -39.8% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling