+237.5%
LOW vs WST
+326.7%
-89.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | -10.1% | -4.6% | -5.5% | -9.0% |
| 3M | -2.9% | +5.7% | -8.5% | -4.4% |
| 6M | -19.4% | +37.6% | -57.0% | -26.3% |
| YTD | -15.4% | +23.0% | -38.5% | -20.6% |
| 1Y | -24.9% | +33.8% | -58.8% | -31.4% |
| 3Y | -7.8% | -13.4% | +5.5% | -10.6% |
| 5Y | +8.4% | -27.0% | +35.3% | +8.5% |
| All | +237.5% | +326.7% | -89.2% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling