-50.9%
FIX vs WST
+29.8%
-80.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -11.1% |
| 7D | -27.2% | -5.8% | -21.4% | -26.8% |
| 30D | -46.9% | +5.3% | -52.2% | -46.3% |
| 3M | -44.4% | +11.8% | -56.2% | -43.7% |
| 6M | -50.9% | +26.7% | -77.6% | -48.3% |
| All | -50.9% | +29.8% | -80.7% | -48.3% |
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