+803.7%
B vs WST
+12,330.1%
-11,526.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +9.4% | -3.1% | +12.6% | +9.7% |
| 3M | +5.0% | +7.2% | -2.2% | +4.4% |
| 6M | -3.5% | +36.8% | -40.4% | -6.0% |
| YTD | +4.5% | +23.8% | -19.4% | +2.5% |
| 1Y | +67.8% | +37.8% | +30.0% | +63.2% |
| 3Y | +196.7% | -15.9% | +212.6% | +194.1% |
| 5Y | +151.9% | -25.8% | +177.8% | +148.1% |
| 10Y | +202.2% | +319.6% | -117.4% | +168.6% |
| All | +803.7% | +12,330.1% | -11,526.4% | +630.1% |
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