+53.5%
LUNR vs WST
-22.6%
+76.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.2% |
| 7D | -3.6% | +0.7% | -4.4% | -4.0% |
| 30D | +5.9% | -3.1% | +9.0% | +7.6% |
| 3M | -56.0% | +7.2% | -63.2% | -57.7% |
| 6M | -20.5% | +36.8% | -57.3% | -33.7% |
| YTD | -8.7% | +23.8% | -32.6% | -20.7% |
| 1Y | +75.9% | +37.8% | +38.1% | +43.5% |
| 3Y | +202.9% | -15.9% | +218.8% | +180.5% |
| All | +53.5% | -22.6% | +76.1% | -20.9% |
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 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