+89.4%
DD vs WST
+24.3%
+65.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +5.0% | +4.2% | +0.7% | +4.4% |
| 30D | +19.7% | +11.2% | +8.5% | +18.1% |
| 3M | +7.2% | +20.4% | -13.2% | +4.7% |
| 6M | +1.0% | +37.9% | -36.8% | -3.0% |
| YTD | +29.1% | +51.8% | -22.7% | +22.0% |
| 1Y | +28.5% | +56.6% | -28.1% | +20.9% |
| 3Y | +89.4% | +24.2% | +65.2% | +67.6% |
| All | +89.4% | +24.3% | +65.1% | +67.6% |
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