+35,474.8%
LOW vs WST
+12,330.1%
+23,144.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -1.7% | +0.7% | -2.5% | -2.0% |
| 30D | -7.0% | -3.1% | -3.9% | -6.2% |
| 3M | -0.9% | +7.2% | -8.1% | -3.2% |
| 6M | -20.1% | +36.8% | -56.9% | -27.9% |
| YTD | -13.9% | +23.8% | -37.8% | -20.2% |
| 1Y | -21.1% | +37.8% | -58.9% | -29.7% |
| 3Y | -6.6% | -15.9% | +9.3% | -10.4% |
| 5Y | +9.4% | -25.8% | +35.2% | +6.1% |
| 10Y | +220.5% | +319.6% | -99.1% | +66.8% |
| All | +35,474.8% | +12,330.1% | +23,144.7% | +6,382.0% |
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