+48.4%
IR vs WST
-25.7%
+74.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -2.8% | +0.7% | -3.6% | -3.0% |
| 30D | -15.1% | -3.1% | -12.0% | -14.6% |
| 3M | +6.1% | +7.2% | -1.1% | +4.4% |
| 6M | -16.8% | +36.8% | -53.6% | -22.6% |
| YTD | -3.5% | +23.8% | -27.4% | -8.5% |
| 1Y | -3.5% | +37.8% | -41.3% | -10.6% |
| 3Y | +9.5% | -15.9% | +25.4% | +8.9% |
| All | +48.4% | -25.7% | +74.1% | +52.2% |
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