+75.0%
D vs WST
+24.3%
+50.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -1.4% | +4.2% | -5.6% | -1.5% |
| 30D | +7.7% | +11.2% | -3.5% | +7.3% |
| 3M | -0.3% | +20.4% | -20.7% | -1.1% |
| 6M | +10.1% | +37.9% | -27.8% | +8.5% |
| YTD | +19.1% | +51.8% | -32.7% | +16.8% |
| 1Y | +15.9% | +56.6% | -40.7% | +13.5% |
| 3Y | +75.0% | +24.2% | +50.8% | +62.2% |
| All | +75.0% | +24.3% | +50.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling