-63.4%
LUMN vs WST
+38.1%
-101.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.0% | -7.0% | -9.7% |
| 7D | -16.9% | -5.8% | -11.1% | -15.3% |
| 30D | -32.7% | +5.3% | -38.0% | -33.4% |
| 3M | -34.5% | +11.8% | -46.4% | -36.6% |
| 6M | -56.9% | +26.7% | -83.6% | -60.3% |
| YTD | -48.8% | +43.0% | -91.8% | -59.1% |
| 1Y | -63.4% | +38.9% | -102.2% | -70.1% |
| All | -63.4% | +38.1% | -101.4% | -70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling