+2,271.9%
D vs WST
+12,330.1%
-10,058.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -3.6% | -3.1% | -0.4% | -3.1% |
| 3M | -1.0% | +7.2% | -8.2% | -2.2% |
| 6M | +6.3% | +36.8% | -30.5% | +0.7% |
| YTD | +14.7% | +23.8% | -9.1% | +10.2% |
| 1Y | +16.9% | +37.8% | -20.8% | +10.0% |
| 3Y | +56.8% | -15.9% | +72.7% | +53.7% |
| 5Y | +5.2% | -25.8% | +31.0% | +3.2% |
| 10Y | +35.9% | +319.6% | -283.7% | -4.3% |
| All | +2,271.9% | +12,330.1% | -10,058.2% | +973.7% |
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