+543.2%
NBIS vs WST
+42.3%
+500.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.4% | -16.5% | -16.8% |
| 7D | +6.9% | +4.9% | +2.0% | +6.3% |
| 30D | -37.8% | +10.7% | -48.5% | -38.4% |
| 3M | -50.4% | +16.8% | -67.2% | -51.1% |
| 6M | -28.2% | +32.0% | -60.1% | -30.0% |
| YTD | +53.7% | +49.9% | +3.8% | +46.6% |
| 1Y | +36.3% | +50.6% | -14.3% | +30.0% |
| All | +543.2% | +42.3% | +500.9% | +495.7% |
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