+778.3%
AU vs WST
+6,927.6%
-6,149.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +12.8% | -4.6% | +17.4% | +13.5% |
| 3M | +28.5% | +5.7% | +22.8% | +27.5% |
| 6M | +4.8% | +37.6% | -32.7% | +0.4% |
| YTD | +31.0% | +23.0% | +7.9% | +27.0% |
| 1Y | +81.4% | +33.8% | +47.6% | +73.8% |
| 3Y | +618.4% | -13.4% | +631.8% | +605.4% |
| 5Y | +686.3% | -27.0% | +713.3% | +673.8% |
| 10Y | +664.5% | +324.5% | +340.0% | +491.8% |
| All | +778.3% | +6,927.6% | -6,149.3% | +419.3% |
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 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