+24.2%
FIX vs WST
+54.9%
-30.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +9.4% | +4.2% | +5.2% | +8.3% |
| 30D | -27.8% | +11.2% | -39.0% | -29.2% |
| 3M | -35.6% | +20.4% | -55.9% | -38.0% |
| 6M | -45.2% | +37.9% | -83.1% | -49.0% |
| YTD | +19.5% | +51.8% | -32.3% | +6.0% |
| 1Y | +24.2% | +56.6% | -32.4% | +9.0% |
| All | +24.2% | +54.9% | -30.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling