+327.1%
NET vs WST
-15.6%
+342.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -7.0% | +0.7% | -7.7% | -7.1% |
| 30D | -4.8% | -3.1% | -1.6% | -4.4% |
| 3M | +3.8% | +7.2% | -3.4% | +2.7% |
| 6M | +50.0% | +36.8% | +13.2% | +42.8% |
| YTD | +41.5% | +23.8% | +17.6% | +36.2% |
| 1Y | +32.8% | +37.8% | -4.9% | +25.9% |
| All | +327.1% | -15.6% | +342.7% | +377.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling