-10.8%
DOW vs WST
+228.3%
-239.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | +0.4% | -3.1% | +3.5% | +0.9% |
| 3M | -14.4% | +7.2% | -21.6% | -15.6% |
| 6M | -7.0% | +36.8% | -43.8% | -12.9% |
| YTD | +30.2% | +23.8% | +6.4% | +24.2% |
| 1Y | +29.2% | +37.8% | -8.6% | +20.9% |
| 3Y | -36.7% | -15.9% | -20.8% | -37.7% |
| 5Y | -37.7% | -25.8% | -11.9% | -38.1% |
| All | -10.8% | +228.3% | -239.1% | -55.7% |
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