+927.6%
DD vs WST
+12,330.1%
-11,402.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.5% | +0.7% | -4.3% | -3.7% |
| 30D | -10.3% | -3.1% | -7.2% | -9.5% |
| 3M | -7.5% | +7.2% | -14.7% | -9.7% |
| 6M | -8.0% | +36.8% | -44.8% | -17.0% |
| YTD | +10.5% | +23.8% | -13.4% | +2.4% |
| 1Y | +38.3% | +37.8% | +0.5% | +23.6% |
| 3Y | +42.5% | -15.9% | +58.4% | +37.0% |
| 5Y | +60.2% | -25.8% | +86.0% | +55.4% |
| 10Y | +68.9% | +319.6% | -250.7% | -14.8% |
| All | +927.6% | +12,330.1% | -11,402.5% | +126.1% |
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