-4.9%
DOW vs WST
+286.1%
-290.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | -9.5% | -3.1% | -6.4% | -9.0% |
| 30D | +13.1% | +9.1% | +4.0% | +11.3% |
| 3M | +4.8% | +14.7% | -9.9% | +2.2% |
| 6M | -16.7% | +28.0% | -44.7% | -20.6% |
| YTD | +38.9% | +45.6% | -6.8% | +28.5% |
| 1Y | +48.3% | +45.7% | +2.6% | +37.2% |
| 3Y | -24.4% | +21.1% | -45.4% | -31.5% |
| 5Y | -29.2% | +0.3% | -29.5% | -34.8% |
| All | -4.9% | +286.1% | -290.9% | -54.2% |
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