-39.9%
LUMN vs WST
-23.9%
-16.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +2.5% | +1.8% | +0.7% | +2.1% |
| 30D | +10.3% | -1.7% | +12.1% | +10.7% |
| 3M | -18.3% | +4.9% | -23.1% | -19.2% |
| 6M | +4.4% | +45.5% | -41.2% | -5.1% |
| YTD | -10.7% | +26.1% | -36.8% | -16.2% |
| 1Y | +14.0% | +31.7% | -17.7% | +5.5% |
| 3Y | +406.6% | -12.1% | +418.6% | +387.0% |
| All | -39.9% | -23.9% | -16.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling