+2,105.4%
FIX vs WST
-25.7%
+2,131.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | -7.2% | -3.1% | -4.1% | -6.7% |
| 3M | -15.9% | +7.2% | -23.1% | -17.0% |
| 6M | +12.7% | +36.8% | -24.1% | +5.8% |
| YTD | +72.8% | +23.8% | +48.9% | +64.8% |
| 1Y | +122.9% | +37.8% | +85.1% | +107.7% |
| 3Y | +774.3% | -15.9% | +790.2% | +766.2% |
| All | +2,105.4% | -25.7% | +2,131.1% | +2,011.0% |
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 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