+77.9%
DD vs WST
+19.1%
+58.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | +4.6% | -3.1% | +7.7% | +5.0% |
| 30D | +11.8% | +9.1% | +2.7% | +10.6% |
| 3M | +2.2% | +14.7% | -12.5% | +0.4% |
| 6M | -1.6% | +28.0% | -29.6% | -4.8% |
| YTD | +23.0% | +45.6% | -22.6% | +16.8% |
| 1Y | +26.9% | +45.7% | -18.7% | +20.5% |
| 3Y | +77.9% | +21.1% | +56.8% | +58.7% |
| All | +77.9% | +19.1% | +58.8% | +58.7% |
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 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