+11,453.7%
GOOGL vs WST
+5,298.3%
+6,155.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | +1.4% | +1.3% | +2.2% |
| 30D | -18.3% | +12.7% | -31.0% | -21.5% |
| 3M | -19.6% | +17.2% | -36.7% | -23.8% |
| 6M | -28.2% | +26.7% | -54.9% | -33.9% |
| YTD | -8.0% | +50.3% | -58.3% | -20.6% |
| 1Y | -0.7% | +50.2% | -50.9% | -14.3% |
| 3Y | +118.8% | +21.7% | +97.1% | +82.9% |
| 5Y | +98.9% | +2.0% | +96.8% | +73.3% |
| 10Y | +643.6% | +451.1% | +192.5% | +224.9% |
| All | +11,453.7% | +5,298.3% | +6,155.4% | +2,163.8% |
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 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