+130.7%
C vs WST
-25.7%
+156.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | +0.1% | -3.1% | +3.2% | +0.5% |
| 3M | +2.4% | +7.2% | -4.8% | +1.3% |
| 6M | +24.9% | +36.8% | -11.9% | +19.0% |
| YTD | +19.8% | +23.8% | -4.0% | +15.6% |
| 1Y | +44.9% | +37.8% | +7.1% | +37.2% |
| 3Y | +263.0% | -15.9% | +278.9% | +258.4% |
| All | +130.7% | -25.7% | +156.3% | +102.9% |
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