+23.7%
EXC vs WST
-15.6%
+39.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +0.3% | +0.7% | -0.5% | +0.3% |
| 30D | -3.7% | -3.1% | -0.6% | -3.6% |
| 3M | -1.3% | +7.2% | -8.5% | -1.5% |
| 6M | -9.7% | +36.8% | -46.5% | -10.6% |
| YTD | +2.9% | +23.8% | -21.0% | +2.1% |
| 1Y | +4.4% | +37.8% | -33.4% | +3.2% |
| All | +23.7% | -15.6% | +39.3% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling