+1,243.3%
ES vs WST
+12,330.1%
-11,086.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -2.0% | -3.1% | +1.2% | -1.4% |
| 3M | +1.7% | +7.2% | -5.5% | +0.3% |
| 6M | -3.5% | +36.8% | -40.4% | -8.9% |
| YTD | +7.9% | +23.8% | -15.9% | +3.4% |
| 1Y | +17.2% | +37.8% | -20.6% | +9.9% |
| 3Y | +29.3% | -15.9% | +45.2% | +26.4% |
| 5Y | -5.7% | -25.8% | +20.1% | -7.7% |
| 10Y | +85.2% | +319.6% | -234.4% | +27.1% |
| All | +1,243.3% | +12,330.1% | -11,086.9% | +467.7% |
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