+613.5%
AU vs WST
+8,463.3%
-7,849.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | -1.1% | +4.9% | -5.9% | -1.7% |
| 30D | -4.4% | +10.7% | -15.1% | -5.7% |
| 3M | -10.0% | +16.8% | -26.8% | -11.8% |
| 6M | -14.5% | +32.0% | -46.4% | -17.6% |
| YTD | +6.4% | +49.9% | -43.5% | +0.5% |
| 1Y | +7.7% | +50.6% | -43.0% | +1.6% |
| 3Y | +514.1% | +21.4% | +492.7% | +475.6% |
| 5Y | +386.5% | -0.6% | +387.1% | +360.2% |
| 10Y | +851.3% | +449.4% | +401.9% | +612.0% |
| All | +613.5% | +8,463.3% | -7,849.8% | +310.7% |
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