+2,408.8%
D vs WST
+14,250.0%
-11,841.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.5% |
| 7D | +6.9% | -5.8% | +12.7% | +7.9% |
| 30D | +12.3% | +5.3% | +7.0% | +11.4% |
| 3M | +3.0% | +11.8% | -8.8% | +1.1% |
| 6M | +12.8% | +26.7% | -13.9% | +8.3% |
| YTD | +22.6% | +43.0% | -20.4% | +15.0% |
| 1Y | +21.7% | +38.9% | -17.2% | +14.5% |
| 3Y | +83.9% | +18.2% | +65.8% | +70.0% |
| 5Y | +14.0% | -1.5% | +15.5% | +6.5% |
| 10Y | +45.6% | +439.0% | -393.4% | -1.5% |
| All | +2,408.8% | +14,250.0% | -11,841.2% | +1,009.1% |
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