+40,501.6%
LOW vs WST
+14,983.8%
+25,517.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.7% | +1.4% | +7.3% | +8.2% |
| 30D | +25.5% | +12.7% | +12.7% | +21.0% |
| 3M | +6.6% | +17.2% | -10.6% | +1.5% |
| 6M | +2.4% | +26.7% | -24.2% | -5.0% |
| YTD | -1.7% | +50.3% | -52.0% | -14.2% |
| 1Y | +1.7% | +50.2% | -48.5% | -11.3% |
| 3Y | +26.6% | +21.7% | +4.9% | +7.8% |
| 5Y | +10.1% | +2.0% | +8.1% | -3.4% |
| 10Y | +303.3% | +451.1% | -147.8% | +93.1% |
| All | +40,501.6% | +14,983.8% | +25,517.8% | +6,868.7% |
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