+27.4%
M vs WST
-25.7%
+53.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +4.7% | +0.7% | +4.0% | +4.5% |
| 30D | -9.6% | -3.1% | -6.5% | -9.0% |
| 3M | +0.9% | +7.2% | -6.4% | -0.8% |
| 6M | +22.3% | +36.8% | -14.5% | +13.5% |
| YTD | +6.5% | +23.8% | -17.3% | +0.9% |
| 1Y | +38.8% | +37.8% | +1.0% | +28.0% |
| 3Y | +115.9% | -15.9% | +131.8% | +112.9% |
| All | +27.4% | -25.7% | +53.1% | +21.9% |
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 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