+406.6%
LUMN vs WST
-11.3%
+417.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +2.5% | +1.8% | +0.7% | +2.2% |
| 30D | +10.3% | -1.7% | +12.1% | +10.6% |
| 3M | -18.3% | +4.9% | -23.1% | -19.0% |
| 6M | +4.4% | +45.5% | -41.2% | -3.3% |
| YTD | -10.7% | +26.1% | -36.8% | -15.4% |
| 1Y | +14.0% | +31.7% | -17.7% | +7.0% |
| 3Y | +406.6% | -12.1% | +418.6% | +374.8% |
| All | +406.6% | -11.3% | +417.9% | +374.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling