+16.9%
D vs WST
+37.6%
-20.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -3.6% | -3.1% | -0.4% | -3.4% |
| 3M | -1.0% | +7.2% | -8.2% | -1.3% |
| 6M | +6.3% | +36.8% | -30.5% | +5.2% |
| YTD | +14.7% | +23.8% | -9.1% | +13.5% |
| 1Y | +16.9% | +37.8% | -20.8% | +14.6% |
| All | +16.9% | +37.6% | -20.6% | +14.6% |
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