+35.0%
LUNR vs WST
-6.3%
+41.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.2% |
| 7D | +51.2% | +4.9% | +46.3% | +48.0% |
| 30D | +7.0% | +10.7% | -3.7% | +2.2% |
| 3M | -23.1% | +16.8% | -40.0% | -28.8% |
| 6M | -59.4% | +32.0% | -91.4% | -64.8% |
| YTD | -19.7% | +49.9% | -69.6% | -36.5% |
| 1Y | +39.5% | +50.6% | -11.1% | +10.3% |
| 3Y | +357.2% | +21.4% | +335.8% | +204.5% |
| All | +35.0% | -6.3% | +41.4% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling