+615.0%
F vs WST
+12,330.1%
-11,715.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +4.6% | -3.1% | +7.7% | +5.5% |
| 3M | -3.7% | +7.2% | -10.9% | -5.8% |
| 6M | +16.8% | +36.8% | -20.0% | +5.8% |
| YTD | +15.3% | +23.8% | -8.6% | +7.1% |
| 1Y | +31.0% | +37.8% | -6.8% | +17.3% |
| 3Y | +45.4% | -15.9% | +61.3% | +40.7% |
| 5Y | +54.7% | -25.8% | +80.5% | +51.1% |
| 10Y | +98.2% | +319.6% | -221.4% | +3.5% |
| All | +615.0% | +12,330.1% | -11,715.1% | +39.8% |
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 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