+205.1%
NBIX vs WST
+344.2%
-139.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +0.4% | +1.8% | -1.5% | 0.0% |
| 30D | -0.2% | -1.7% | +1.5% | +0.2% |
| 3M | -4.0% | +4.9% | -8.9% | -5.1% |
| 6M | +20.6% | +45.5% | -24.9% | +11.1% |
| YTD | +10.1% | +26.1% | -16.0% | +4.2% |
| 1Y | +8.8% | +31.7% | -22.9% | +1.6% |
| 3Y | +42.5% | -12.1% | +54.6% | +38.6% |
| 5Y | +61.5% | -23.6% | +85.1% | +62.8% |
| All | +205.1% | +344.2% | -139.1% | +44.6% |
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