+231.2%
LNG vs WST
-27.5%
+258.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -6.7% | -1.7% | -5.1% | -6.7% |
| 30D | +3.9% | -4.3% | +8.2% | +4.1% |
| 3M | +15.5% | +0.7% | +14.8% | +15.4% |
| 6M | +10.5% | +36.0% | -25.5% | +8.4% |
| YTD | +43.0% | +22.7% | +20.2% | +41.0% |
| 1Y | +18.9% | +34.1% | -15.2% | +16.4% |
| 3Y | +74.7% | -13.6% | +88.2% | +72.9% |
| 5Y | +231.2% | -26.0% | +257.2% | +214.9% |
| All | +231.2% | -27.5% | +258.8% | +214.9% |
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