+1,258.4%
LNG vs WST
+10,439.6%
-9,181.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +10.9% | +4.9% | +6.1% | +9.4% |
| 30D | +8.1% | +10.7% | -2.6% | +5.0% |
| 3M | +15.7% | +16.8% | -1.1% | +10.6% |
| 6M | +27.2% | +32.0% | -4.7% | +17.0% |
| YTD | +60.7% | +49.9% | +10.8% | +40.8% |
| 1Y | +46.3% | +50.6% | -4.3% | +27.7% |
| 3Y | +85.6% | +21.4% | +64.2% | +57.4% |
| 5Y | +211.6% | -0.6% | +212.1% | +171.3% |
| 10Y | +810.9% | +449.4% | +361.5% | +271.1% |
| All | +1,258.4% | +10,439.6% | -9,181.1% | +236.7% |
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