-15.8%
F vs WST
-0.1%
-15.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +1.6% | -3.1% | +4.7% | +2.2% |
| 30D | +2.6% | +9.1% | -6.5% | +0.8% |
| 3M | -8.8% | +14.7% | -23.5% | -11.4% |
| 6M | +4.6% | +28.0% | -23.4% | -1.0% |
| YTD | -1.9% | +45.6% | -47.5% | -10.1% |
| 1Y | -0.8% | +45.7% | -46.4% | -9.2% |
| 3Y | +43.5% | +21.1% | +22.4% | +28.3% |
| All | -15.8% | -0.1% | -15.7% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling