+512.4%
LDOS vs WST
+2,102.4%
-1,590.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.1% |
| 7D | -3.7% | -5.8% | +2.1% | -2.3% |
| 30D | +16.4% | +5.3% | +11.1% | +14.8% |
| 3M | +7.4% | +11.8% | -4.4% | +4.3% |
| 6M | -0.3% | +26.7% | -27.0% | -6.7% |
| YTD | -24.0% | +43.0% | -67.0% | -31.6% |
| 1Y | -29.6% | +38.9% | -68.4% | -36.2% |
| 3Y | +35.1% | +18.2% | +17.0% | +19.2% |
| 5Y | +52.9% | -1.5% | +54.4% | +37.8% |
| 10Y | +262.2% | +439.0% | -176.7% | +70.8% |
| All | +512.4% | +2,102.4% | -1,590.0% | +86.5% |
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