-30.7%
LDOS vs WST
+53.0%
-83.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.5% | +4.9% | -8.3% | -3.8% |
| 30D | +9.5% | +10.7% | -1.2% | +8.6% |
| 3M | -6.3% | +16.8% | -23.1% | -7.4% |
| 6M | +2.8% | +32.0% | -29.2% | +0.2% |
| YTD | -26.6% | +49.9% | -76.6% | -30.6% |
| All | -30.7% | +53.0% | -83.7% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling