-3.5%
F vs WST
+49.4%
-53.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | +3.3% | +12.4% | -9.1% | +2.0% |
| 3M | -11.3% | +17.6% | -28.9% | -12.9% |
| 6M | +5.3% | +28.3% | -22.9% | +2.4% |
| YTD | -2.2% | +50.5% | -52.7% | -6.7% |
| 1Y | -3.5% | +49.4% | -52.9% | -7.8% |
| All | -3.5% | +49.4% | -53.0% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling