+1,141.1%
NBIX vs WST
+8,209.0%
-7,067.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.7% | -1.7% | 0.0% | -1.0% |
| 30D | -5.9% | -4.3% | -1.6% | -4.2% |
| 3M | -6.1% | +0.7% | -6.9% | -6.7% |
| 6M | +19.4% | +36.0% | -16.6% | +4.0% |
| YTD | +9.4% | +22.7% | -13.4% | -1.1% |
| 1Y | +7.6% | +34.1% | -26.5% | -7.2% |
| 3Y | +42.0% | -13.6% | +55.5% | +30.8% |
| 5Y | +64.3% | -26.0% | +90.2% | +52.6% |
| 10Y | +215.4% | +335.8% | -120.4% | +3.6% |
| All | +1,141.1% | +8,209.0% | -7,067.9% | +3.9% |
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