+325.3%
IR vs WST
+334.8%
-9.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | +3.7% | -3.1% | +6.8% | +4.5% |
| 30D | +7.4% | +9.1% | -1.7% | +5.1% |
| 3M | -5.9% | +14.7% | -20.6% | -9.2% |
| 6M | +5.6% | +28.0% | -22.4% | -1.1% |
| YTD | +4.8% | +45.6% | -40.8% | -5.5% |
| 1Y | +6.9% | +45.7% | -38.7% | -3.6% |
| 3Y | +27.6% | +21.1% | +6.5% | +12.1% |
| 5Y | +45.8% | +0.3% | +45.5% | +33.3% |
| All | +325.3% | +334.8% | -9.5% | +105.7% |
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 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