-6.5%
IR vs WST
+35.8%
-42.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -13.6% | -4.6% | -9.0% | -12.3% |
| 3M | +3.7% | +5.7% | -2.0% | +1.7% |
| 6M | -13.1% | +37.6% | -50.6% | -22.3% |
| YTD | -5.1% | +23.0% | -28.2% | -12.4% |
| 1Y | -6.5% | +33.8% | -40.3% | -16.9% |
| All | -6.5% | +35.8% | -42.2% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling