+554.4%
AU vs WST
+23.3%
+531.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +4.7% | +1.1% | +3.6% | +4.6% |
| 30D | -1.5% | +12.4% | -13.9% | -2.4% |
| 3M | -5.0% | +17.6% | -22.6% | -6.2% |
| 6M | -13.5% | +28.3% | -41.8% | -15.2% |
| YTD | +11.7% | +50.5% | -38.8% | +8.1% |
| 1Y | +21.3% | +49.4% | -28.1% | +17.4% |
| All | +554.4% | +23.3% | +531.2% | +457.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling