+105.9%
C vs WST
-0.1%
+106.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -2.4% | -3.1% | +0.7% | -1.9% |
| 30D | -6.0% | +9.1% | -15.1% | -7.1% |
| 3M | -10.5% | +14.7% | -25.2% | -12.3% |
| 6M | -5.7% | +28.0% | -33.7% | -9.2% |
| YTD | +4.1% | +45.6% | -41.5% | -1.9% |
| 1Y | +20.5% | +45.7% | -25.2% | +13.4% |
| 3Y | +208.1% | +21.1% | +187.0% | +183.2% |
| All | +105.9% | -0.1% | +106.1% | +75.0% |
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