+44.5%
F vs WST
+16.9%
+27.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.6% |
| 7D | +1.4% | -5.8% | +7.2% | +2.1% |
| 30D | +2.0% | +5.3% | -3.3% | +1.4% |
| 3M | -10.4% | +11.8% | -22.2% | -11.6% |
| 6M | +9.7% | +26.7% | -17.0% | +6.4% |
| YTD | -1.2% | +43.0% | -44.2% | -5.9% |
| 1Y | 0.0% | +38.9% | -38.8% | -4.4% |
| All | +44.5% | +16.9% | +27.6% | +28.1% |
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