+456.0%
M vs WST
+13,341.3%
-12,885.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -4.6% |
| 7D | -2.1% | -5.8% | +3.7% | -0.2% |
| 30D | +7.7% | +5.3% | +2.4% | +6.0% |
| 3M | -4.4% | +11.8% | -16.2% | -7.7% |
| 6M | +27.5% | +26.7% | +0.8% | +18.0% |
| YTD | +12.8% | +43.0% | -30.2% | -0.3% |
| 1Y | +20.7% | +38.9% | -18.1% | +7.7% |
| 3Y | +111.3% | +18.2% | +93.1% | +81.7% |
| 5Y | -6.3% | -1.5% | -4.8% | -16.4% |
| 10Y | +1.5% | +439.0% | -437.5% | -56.4% |
| All | +456.0% | +13,341.3% | -12,885.3% | -0.9% |
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