+2,502.2%
EXC vs WST
+14,250.0%
-11,747.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.3% |
| 7D | +1.4% | -5.8% | +7.2% | +2.4% |
| 30D | +11.6% | +5.3% | +6.3% | +10.6% |
| 3M | +2.7% | +11.8% | -9.2% | +0.5% |
| 6M | +2.7% | +26.7% | -24.0% | -1.8% |
| YTD | +9.7% | +43.0% | -33.3% | +2.2% |
| 1Y | +4.5% | +38.9% | -34.3% | -2.3% |
| 3Y | +28.5% | +18.2% | +10.3% | +17.4% |
| 5Y | +43.9% | -1.5% | +45.5% | +33.5% |
| 10Y | +183.7% | +439.0% | -255.2% | +84.6% |
| All | +2,502.2% | +14,250.0% | -11,747.8% | +971.4% |
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