+2,396.4%
INFY vs WST
+5,647.6%
-3,251.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -7.2% | -0.3% | -7.0% | -7.2% |
| 30D | -11.2% | -4.6% | -6.6% | -9.9% |
| 3M | -7.4% | +5.7% | -13.1% | -9.3% |
| 6M | -21.3% | +37.6% | -58.8% | -29.6% |
| YTD | -36.2% | +23.0% | -59.2% | -41.1% |
| 1Y | -31.3% | +33.8% | -65.1% | -38.6% |
| 3Y | -31.1% | -13.4% | -17.7% | -35.3% |
| 5Y | -44.9% | -27.0% | -17.9% | -46.8% |
| 10Y | +83.1% | +324.5% | -241.5% | -18.3% |
| All | +2,396.4% | +5,647.6% | -3,251.2% | +243.3% |
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