-40.2%
IT vs WST
-25.7%
-14.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.5% |
| 7D | -6.0% | +0.7% | -6.8% | -6.2% |
| 30D | 0.0% | -3.1% | +3.2% | +0.6% |
| 3M | +13.1% | +7.2% | +5.9% | +11.3% |
| 6M | +11.7% | +36.8% | -25.1% | +3.9% |
| YTD | -26.1% | +23.8% | -50.0% | -29.8% |
| 1Y | -21.3% | +37.8% | -59.0% | -27.2% |
| 3Y | -46.7% | -15.9% | -30.8% | -47.0% |
| All | -40.2% | -25.7% | -14.5% | -33.7% |
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