+17.1%
D vs WST
+52.5%
-35.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | +1.4% | +1.0% | +2.3% |
| 30D | +10.9% | +12.7% | -1.8% | +10.2% |
| 3M | +2.8% | +17.2% | -14.3% | +1.9% |
| 6M | +12.7% | +26.7% | -14.0% | +11.1% |
| YTD | +20.3% | +50.3% | -30.0% | +17.1% |
| 1Y | +17.1% | +50.2% | -33.1% | +13.9% |
| All | +17.1% | +52.5% | -35.4% | +13.9% |
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