+179.4%
INTC vs WST
-15.5%
+195.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.7% | +9.2% |
| 7D | +17.4% | -0.3% | +17.7% | +17.5% |
| 30D | +2.8% | -4.6% | +7.4% | +3.6% |
| 3M | -5.3% | +5.7% | -11.0% | -6.2% |
| 6M | +140.6% | +37.6% | +103.0% | +128.4% |
| YTD | +183.1% | +23.0% | +160.1% | +172.6% |
| 1Y | +326.8% | +33.8% | +292.9% | +306.5% |
| 3Y | +179.4% | -13.4% | +192.8% | +179.6% |
| All | +179.4% | -15.5% | +195.0% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling