+1,255.2%
LNG vs WST
+10,570.8%
-9,315.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | +11.3% | +4.2% | +7.1% | +10.0% |
| 30D | +10.6% | +11.2% | -0.6% | +7.4% |
| 3M | +16.1% | +20.4% | -4.2% | +10.1% |
| 6M | +29.6% | +37.9% | -8.3% | +17.6% |
| YTD | +60.3% | +51.8% | +8.5% | +40.0% |
| 1Y | +46.1% | +56.6% | -10.5% | +26.2% |
| 3Y | +85.9% | +24.2% | +61.7% | +56.5% |
| 5Y | +210.8% | +0.7% | +210.2% | +169.7% |
| 10Y | +808.8% | +456.3% | +352.5% | +268.9% |
| All | +1,255.2% | +10,570.8% | -9,315.5% | +234.7% |
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