+4.4%
GOOGL vs WST
+47.3%
-42.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.7% | +3.1% |
| 7D | -11.1% | +1.3% | -12.3% | -11.2% |
| 30D | -16.6% | +8.5% | -25.1% | -17.5% |
| 3M | -23.4% | +17.2% | -40.7% | -25.2% |
| 6M | -24.5% | +36.3% | -60.8% | -28.1% |
| YTD | -7.5% | +48.9% | -56.4% | -11.6% |
| 1Y | +4.4% | +42.9% | -38.5% | +2.8% |
| All | +4.4% | +47.3% | -42.9% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling