+20.1%
COMP vs WST
+47.3%
-27.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.4% | +7.3% | +7.6% |
| 7D | +9.5% | +1.3% | +8.2% | +9.1% |
| 30D | +8.1% | +8.5% | -0.4% | +5.9% |
| 3M | -16.3% | +17.2% | -33.5% | -19.8% |
| 6M | +42.2% | +36.3% | +5.9% | +30.8% |
| YTD | -5.0% | +48.9% | -53.9% | -15.7% |
| 1Y | +20.1% | +42.9% | -22.8% | +10.1% |
| All | +20.1% | +47.3% | -27.2% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling