-50.2%
COMP vs WST
+46.0%
-96.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.4% | +7.3% | +7.6% |
| 7D | +9.5% | +1.3% | +8.2% | +9.0% |
| 30D | +8.1% | +8.5% | -0.4% | +4.7% |
| 3M | -16.3% | +17.2% | -33.5% | -21.6% |
| 6M | +42.2% | +36.3% | +5.9% | +25.3% |
| YTD | -5.0% | +48.9% | -53.9% | -20.0% |
| 1Y | +20.1% | +42.9% | -22.8% | +2.6% |
| 3Y | +358.4% | +23.1% | +335.4% | +259.1% |
| 5Y | -21.9% | -4.4% | -17.6% | -37.8% |
| All | -50.2% | +46.0% | -96.2% | -65.5% |
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