+157.6%
B vs WST
-25.7%
+183.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +9.4% | -3.1% | +12.6% | +9.8% |
| 3M | +5.0% | +7.2% | -2.2% | +4.2% |
| 6M | -3.5% | +36.8% | -40.4% | -6.9% |
| YTD | +4.5% | +23.8% | -19.4% | +1.8% |
| 1Y | +67.8% | +37.8% | +30.0% | +61.3% |
| 3Y | +196.7% | -15.9% | +212.6% | +195.8% |
| All | +157.6% | -25.7% | +183.3% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling