+12,471.5%
FIX vs WST
+6,880.6%
+5,590.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +6.0% | +0.7% | +5.3% | +5.7% |
| 30D | -7.2% | -3.1% | -4.1% | -6.1% |
| 3M | -15.9% | +7.2% | -23.1% | -18.3% |
| 6M | +12.7% | +36.8% | -24.1% | -1.2% |
| YTD | +72.8% | +23.8% | +48.9% | +56.7% |
| 1Y | +122.9% | +37.8% | +85.1% | +92.5% |
| 3Y | +774.3% | -15.9% | +790.2% | +729.9% |
| 5Y | +2,049.5% | -25.8% | +2,075.3% | +1,964.4% |
| 10Y | +5,821.5% | +319.6% | +5,501.9% | +2,162.6% |
| All | +12,471.5% | +6,880.6% | +5,590.9% | +1,380.0% |
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 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