+425.3%
M vs WST
+11,543.0%
-11,117.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | +0.9% | +7.2% | -6.4% | -1.6% |
| 6M | +22.3% | +36.8% | -14.5% | +9.9% |
| YTD | +6.5% | +23.8% | -17.3% | -1.4% |
| 1Y | +38.8% | +37.8% | +1.0% | +23.5% |
| 3Y | +115.9% | -15.9% | +131.8% | +107.5% |
| 5Y | +28.6% | -25.8% | +54.5% | +25.7% |
| 10Y | -2.5% | +319.6% | -322.1% | -54.4% |
| All | +425.3% | +11,543.0% | -11,117.7% | -2.0% |
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 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