+992.7%
C vs WST
+14,250.0%
-13,257.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.0% | -1.1% | -3.5% |
| 7D | -5.3% | -5.8% | +0.5% | -3.0% |
| 30D | -7.3% | +5.3% | -12.7% | -9.2% |
| 3M | -13.5% | +11.8% | -25.3% | -17.4% |
| 6M | -6.5% | +26.7% | -33.2% | -15.4% |
| YTD | +3.6% | +43.0% | -39.4% | -11.6% |
| 1Y | +18.9% | +38.9% | -20.0% | +2.4% |
| 3Y | +205.0% | +18.2% | +186.8% | +146.7% |
| 5Y | +109.4% | -1.5% | +110.9% | +73.9% |
| 10Y | +232.9% | +439.0% | -206.0% | +6.8% |
| All | +992.7% | +14,250.0% | -13,257.3% | -2.5% |
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