+13,507.3%
GOOGL vs WST
+4,348.6%
+9,158.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -6.6% | -3.1% | -3.4% | -5.7% |
| 3M | -8.9% | +7.2% | -16.2% | -11.3% |
| 6M | +11.9% | +36.8% | -24.9% | +0.2% |
| YTD | +8.3% | +23.8% | -15.5% | -0.3% |
| 1Y | +46.2% | +37.8% | +8.4% | +29.1% |
| 3Y | +151.9% | -15.9% | +167.8% | +140.9% |
| 5Y | +137.7% | -25.8% | +163.5% | +131.5% |
| 10Y | +757.6% | +319.6% | +438.0% | +310.7% |
| All | +13,507.3% | +4,348.6% | +9,158.7% | +2,745.0% |
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