-17.2%
F vs WST
+1.0%
-18.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.2% |
| 7D | -3.1% | +4.2% | -7.3% | -3.9% |
| 30D | 0.0% | +11.2% | -11.2% | -2.1% |
| 3M | -13.2% | +20.4% | -33.6% | -16.5% |
| 6M | -10.2% | +37.9% | -48.1% | -16.2% |
| YTD | -4.9% | +51.8% | -56.7% | -13.6% |
| 1Y | -6.1% | +56.6% | -62.7% | -15.3% |
| 3Y | +46.0% | +24.2% | +21.8% | +30.3% |
| All | -17.2% | +1.0% | -18.2% | -31.8% |
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 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