+136.8%
GOOGL vs WST
-25.7%
+162.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | -6.6% | -3.1% | -3.4% | -6.0% |
| 3M | -8.9% | +7.2% | -16.2% | -10.4% |
| 6M | +11.9% | +36.8% | -24.9% | +4.4% |
| YTD | +8.3% | +23.8% | -15.5% | +2.9% |
| 1Y | +46.2% | +37.8% | +8.4% | +35.2% |
| 3Y | +151.9% | -15.9% | +167.8% | +153.5% |
| All | +136.8% | -25.7% | +162.5% | +136.1% |
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