+47.6%
LDOS vs WST
-0.1%
+47.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | -7.2% | -3.1% | -4.1% | -6.9% |
| 30D | +16.8% | +9.1% | +7.8% | +15.6% |
| 3M | -1.6% | +14.7% | -16.3% | -3.2% |
| 6M | -1.0% | +28.0% | -29.0% | -4.0% |
| YTD | -25.8% | +45.6% | -71.4% | -29.5% |
| 1Y | -31.1% | +45.7% | -76.7% | -34.5% |
| 3Y | +32.8% | +21.1% | +11.7% | +25.3% |
| All | +47.6% | -0.1% | +47.8% | +39.3% |
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 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