+498.1%
LDOS vs WST
+1,807.8%
-1,309.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -5.4% | +0.7% | -6.2% | -5.6% |
| 30D | +4.9% | -3.1% | +8.0% | +5.7% |
| 3M | +7.2% | +7.2% | 0.0% | +5.0% |
| 6M | -24.2% | +36.8% | -61.1% | -30.9% |
| YTD | -25.8% | +23.8% | -49.7% | -30.6% |
| 1Y | -24.7% | +37.8% | -62.5% | -31.8% |
| 3Y | +39.3% | -15.9% | +55.2% | +35.3% |
| 5Y | +43.3% | -25.8% | +69.1% | +40.3% |
| 10Y | +278.6% | +319.6% | -41.0% | +91.6% |
| All | +498.1% | +1,807.8% | -1,309.7% | +89.1% |
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