-50.4%
COMP vs WST
+47.4%
-97.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | +7.2% | +1.4% | +5.8% | +6.8% |
| 30D | +6.4% | +12.7% | -6.3% | +1.8% |
| 3M | -19.4% | +17.2% | -36.6% | -24.4% |
| 6M | +14.6% | +26.7% | -12.1% | +4.1% |
| YTD | -5.5% | +50.3% | -55.8% | -20.6% |
| 1Y | +13.7% | +50.2% | -36.6% | -4.7% |
| 3Y | +409.7% | +21.7% | +388.0% | +305.5% |
| 5Y | -17.0% | +2.0% | -19.1% | -34.8% |
| All | -50.4% | +47.4% | -97.8% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling