+233.8%
LOW vs WST
+325.7%
-91.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.6% | -1.7% | +1.0% | -0.2% |
| 30D | -9.3% | -4.3% | -5.0% | -8.2% |
| 3M | -8.1% | +0.7% | -8.8% | -8.4% |
| 6M | -19.8% | +36.0% | -55.8% | -26.4% |
| YTD | -16.4% | +22.7% | -39.1% | -21.4% |
| 1Y | -24.7% | +34.1% | -58.8% | -31.2% |
| 3Y | -8.8% | -13.6% | +4.7% | -11.6% |
| 5Y | +7.8% | -26.0% | +33.8% | +7.2% |
| 10Y | +233.8% | +335.8% | -101.9% | +66.9% |
| All | +233.8% | +325.7% | -91.8% | +66.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling