+34.7%
LUNR vs WST
-5.2%
+39.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.9% |
| 7D | +24.2% | +4.2% | +19.9% | +21.7% |
| 30D | +18.0% | +11.2% | +6.7% | +12.5% |
| 3M | -26.0% | +20.4% | -46.3% | -32.4% |
| 6M | -63.6% | +37.9% | -101.4% | -69.1% |
| YTD | -19.9% | +51.8% | -71.7% | -37.0% |
| 1Y | +50.1% | +56.6% | -6.5% | +16.2% |
| 3Y | +374.5% | +24.2% | +350.2% | +209.3% |
| All | +34.7% | -5.2% | +39.9% | -37.2% |
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