-42.2%
INTU vs WST
-0.1%
-42.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.6% | -4.2% |
| 7D | +0.1% | -3.1% | +3.2% | +0.9% |
| 30D | +15.4% | +9.1% | +6.3% | +12.9% |
| 3M | +6.6% | +14.7% | -8.1% | +2.8% |
| 6M | -11.3% | +28.0% | -39.3% | -17.2% |
| YTD | -47.7% | +45.6% | -93.4% | -53.3% |
| 1Y | -47.0% | +45.7% | -92.7% | -52.7% |
| 3Y | -29.9% | +21.1% | -51.0% | -40.5% |
| All | -42.2% | -0.1% | -42.1% | -44.7% |
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