+1,022.8%
NBIS vs WST
+19.7%
+1,003.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -0.8% | +1.8% | -2.7% | -1.0% |
| 30D | -13.4% | -1.7% | -11.6% | -13.2% |
| 3M | +1.0% | +4.9% | -3.8% | +0.7% |
| 6M | +100.5% | +45.5% | +55.0% | +94.2% |
| YTD | +168.3% | +26.1% | +142.1% | +160.3% |
| 1Y | +151.8% | +31.7% | +120.1% | +143.9% |
| All | +1,022.8% | +19.7% | +1,003.1% | +957.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling