+120.4%
AS vs WST
-8.3%
+128.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | -19.6% | -3.1% | -16.5% | -19.4% |
| 3M | -14.4% | +7.2% | -21.6% | -15.1% |
| 6M | -20.1% | +36.8% | -56.9% | -22.6% |
| YTD | -20.9% | +23.8% | -44.8% | -22.9% |
| 1Y | -21.9% | +37.8% | -59.6% | -24.6% |
| All | +120.4% | -8.3% | +128.7% | +107.1% |
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