+133.6%
GOOG vs WST
-27.4%
+161.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -5.1% | -4.6% | -0.4% | -4.2% |
| 3M | -7.1% | +5.7% | -12.8% | -8.3% |
| 6M | +12.7% | +37.6% | -24.9% | +5.0% |
| YTD | +7.1% | +23.0% | -16.0% | +1.9% |
| 1Y | +43.6% | +33.8% | +9.8% | +33.7% |
| 3Y | +146.8% | -13.4% | +160.1% | +144.8% |
| All | +133.6% | -27.4% | +161.0% | +134.5% |
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