+291.3%
IR vs WST
+269.7%
+21.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 3M | +6.1% | +7.2% | -1.1% | +4.1% |
| 6M | -16.8% | +36.8% | -53.6% | -23.6% |
| YTD | -3.5% | +23.8% | -27.4% | -9.3% |
| 1Y | -3.5% | +37.8% | -41.3% | -11.9% |
| 3Y | +9.5% | -15.9% | +25.4% | +7.6% |
| 5Y | +45.1% | -25.8% | +70.9% | +44.9% |
| All | +291.3% | +269.7% | +21.6% | +97.3% |
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