+1,275.7%
ES vs WST
+14,250.0%
-12,974.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.7% |
| 7D | +5.9% | -5.8% | +11.7% | +6.9% |
| 30D | +10.2% | +5.3% | +4.9% | +9.2% |
| 3M | +0.4% | +11.8% | -11.4% | -1.6% |
| 6M | +6.9% | +26.7% | -19.8% | +2.3% |
| YTD | +10.5% | +43.0% | -32.5% | +3.2% |
| 1Y | +3.2% | +38.9% | -35.7% | -3.2% |
| 3Y | +49.0% | +18.2% | +30.9% | +36.7% |
| 5Y | +4.5% | -1.5% | +6.0% | -2.9% |
| 10Y | +92.3% | +439.0% | -346.6% | +26.4% |
| All | +1,275.7% | +14,250.0% | -12,974.3% | +466.8% |
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