+66.5%
NDAQ vs WST
-0.3%
+66.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | +4.9% | -3.2% | +0.9% |
| 30D | +16.2% | +10.7% | +5.5% | +14.4% |
| 3M | +14.0% | +16.8% | -2.9% | +11.1% |
| 6M | +22.3% | +32.0% | -9.7% | +16.7% |
| YTD | +13.0% | +49.9% | -36.9% | +5.2% |
| 1Y | +24.0% | +50.6% | -26.6% | +15.3% |
| 3Y | +117.1% | +21.4% | +95.7% | +98.4% |
| All | +66.5% | -0.3% | +66.8% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling