+112.5%
NET vs WST
-25.7%
+138.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -4.8% | -3.1% | -1.6% | -3.6% |
| 3M | +3.8% | +7.2% | -3.4% | +0.3% |
| 6M | +50.0% | +36.8% | +13.2% | +29.4% |
| YTD | +41.5% | +23.8% | +17.6% | +27.0% |
| 1Y | +32.8% | +37.8% | -4.9% | +12.7% |
| 3Y | +335.9% | -15.9% | +351.8% | +331.6% |
| All | +112.5% | -25.7% | +138.1% | +160.0% |
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