+2,327.9%
NDAQ vs WST
+5,451.1%
-3,123.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.6% |
| 7D | -2.4% | +0.7% | -3.2% | -2.7% |
| 30D | +2.5% | -3.1% | +5.6% | +3.5% |
| 3M | +9.9% | +7.2% | +2.7% | +7.0% |
| 6M | +9.4% | +36.8% | -27.4% | -2.7% |
| YTD | +0.4% | +23.8% | -23.4% | -7.9% |
| 1Y | +4.0% | +37.8% | -33.7% | -8.8% |
| 3Y | +94.4% | -15.9% | +110.3% | +84.7% |
| 5Y | +56.7% | -25.8% | +82.5% | +51.2% |
| 10Y | +375.3% | +319.6% | +55.7% | +104.3% |
| All | +2,327.9% | +5,451.1% | -3,123.2% | +460.2% |
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