+6,166.9%
IT vs WST
+10,394.1%
-4,227.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.7% |
| 7D | -16.9% | -3.1% | -13.8% | -16.0% |
| 30D | +2.3% | +9.1% | -6.8% | -0.7% |
| 3M | +2.9% | +14.7% | -11.8% | -2.0% |
| 6M | +25.9% | +28.0% | -2.1% | +15.1% |
| YTD | -24.6% | +45.6% | -70.3% | -34.7% |
| 1Y | -16.0% | +45.7% | -61.7% | -27.4% |
| 3Y | -51.6% | +21.1% | -72.7% | -59.8% |
| 5Y | -42.6% | +0.3% | -43.0% | -50.2% |
| 10Y | +103.6% | +449.0% | -345.5% | -15.3% |
| All | +6,166.9% | +10,394.1% | -4,227.1% | +716.2% |
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 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