+155.2%
LUMN vs WST
+12,559.0%
-12,403.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | -18.3% | +4.9% | -23.1% | -19.2% |
| 6M | +4.4% | +45.5% | -41.2% | -4.9% |
| YTD | -10.7% | +26.1% | -36.8% | -15.9% |
| 1Y | +14.0% | +31.7% | -17.7% | +5.8% |
| 3Y | +406.6% | -12.1% | +418.6% | +388.2% |
| 5Y | -36.8% | -23.6% | -13.2% | -38.6% |
| 10Y | -56.2% | +347.8% | -404.0% | -72.8% |
| All | +155.2% | +12,559.0% | -12,403.8% | -20.2% |
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