+7,433.0%
FIX vs WST
+7,958.8%
-525.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -10.0% |
| 7D | -27.2% | -5.8% | -21.4% | -25.4% |
| 30D | -46.9% | +5.3% | -52.2% | -47.9% |
| 3M | -44.4% | +11.8% | -56.2% | -46.9% |
| 6M | -50.9% | +26.7% | -77.6% | -55.6% |
| YTD | +3.5% | +43.0% | -39.4% | -11.4% |
| 1Y | -2.1% | +38.9% | -41.0% | -15.4% |
| 3Y | +418.7% | +18.2% | +400.6% | +326.2% |
| 5Y | +894.6% | -1.5% | +896.1% | +747.8% |
| 10Y | +3,465.5% | +439.0% | +3,026.5% | +1,123.2% |
| All | +7,433.0% | +7,958.8% | -525.7% | +736.7% |
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