+2,340.5%
EXC vs WST
+12,330.1%
-9,989.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.3% | +0.7% | -0.5% | +0.2% |
| 30D | -3.7% | -3.1% | -0.6% | -3.2% |
| 3M | -1.3% | +7.2% | -8.5% | -2.6% |
| 6M | -9.7% | +36.8% | -46.5% | -15.0% |
| YTD | +2.9% | +23.8% | -21.0% | -1.7% |
| 1Y | +4.4% | +37.8% | -33.4% | -2.5% |
| 3Y | +22.2% | -15.9% | +38.1% | +19.3% |
| 5Y | +46.7% | -25.8% | +72.5% | +43.6% |
| 10Y | +155.3% | +319.6% | -164.3% | +73.6% |
| All | +2,340.5% | +12,330.1% | -9,989.6% | +931.4% |
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