+62.5%
LUNR vs WST
-23.1%
+85.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.5% | +6.2% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | -4.4% | -4.6% | +0.2% | -2.1% |
| 3M | -47.3% | +5.7% | -53.0% | -49.0% |
| 6M | -11.1% | +37.6% | -48.6% | -26.1% |
| YTD | -3.4% | +23.0% | -26.4% | -15.8% |
| 1Y | +85.8% | +33.8% | +51.9% | +54.0% |
| 3Y | +264.7% | -13.4% | +278.0% | +221.1% |
| All | +62.5% | -23.1% | +85.6% | -16.0% |
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