+32.2%
DD vs WST
+52.5%
-20.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +2.2% | +1.4% | +0.9% | +1.9% |
| 30D | +20.7% | +12.7% | +8.0% | +17.6% |
| 3M | +11.3% | +17.2% | -5.8% | +7.5% |
| 6M | +6.0% | +26.7% | -20.7% | +0.4% |
| YTD | +31.7% | +50.3% | -18.6% | +18.4% |
| 1Y | +32.2% | +50.2% | -18.0% | +18.7% |
| All | +32.2% | +52.5% | -20.3% | +18.7% |
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 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