+512.8%
F vs WST
+14,250.0%
-13,737.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | 0.0% |
| 7D | +1.4% | -5.8% | +7.2% | +3.1% |
| 30D | +2.0% | +5.3% | -3.3% | +0.5% |
| 3M | -10.4% | +11.8% | -22.2% | -13.3% |
| 6M | +9.7% | +26.7% | -17.0% | +2.0% |
| YTD | -1.2% | +43.0% | -44.2% | -11.9% |
| 1Y | 0.0% | +38.9% | -38.8% | -10.2% |
| 3Y | +41.1% | +18.2% | +22.9% | +23.1% |
| 5Y | -11.4% | -1.5% | -9.9% | -20.3% |
| 10Y | +85.0% | +439.0% | -354.0% | -10.4% |
| All | +512.8% | +14,250.0% | -13,737.2% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling