+9.7%
F vs WST
+29.8%
-20.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.9% |
| 7D | +1.4% | -5.8% | +7.2% | +1.7% |
| 30D | +2.0% | +5.3% | -3.3% | +2.2% |
| 3M | -10.4% | +11.8% | -22.2% | -10.4% |
| 6M | +9.7% | +26.7% | -17.0% | +12.3% |
| All | +9.7% | +29.8% | -20.1% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling