+1,163.5%
C vs WST
+12,330.1%
-11,166.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +0.1% | -3.1% | +3.2% | +1.2% |
| 3M | +2.4% | +7.2% | -4.8% | -0.8% |
| 6M | +24.9% | +36.8% | -11.9% | +9.0% |
| YTD | +19.8% | +23.8% | -4.0% | +8.3% |
| 1Y | +44.9% | +37.8% | +7.1% | +24.2% |
| 3Y | +263.0% | -15.9% | +278.9% | +239.4% |
| 5Y | +129.5% | -25.8% | +155.3% | +115.0% |
| 10Y | +291.6% | +319.6% | -28.0% | +40.1% |
| All | +1,163.5% | +12,330.1% | -11,166.6% | +19.5% |
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