+140.2%
NI vs WST
+341.6%
-201.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | -1.4% | -2.0% | +0.6% | -1.1% |
| 3M | -10.6% | +4.1% | -14.7% | -11.2% |
| 6M | -9.9% | +47.4% | -57.3% | -14.8% |
| YTD | +1.2% | +25.4% | -24.2% | -2.4% |
| 1Y | +4.4% | +35.3% | -30.9% | -0.6% |
| 3Y | +68.6% | -11.7% | +80.3% | +65.4% |
| 5Y | +98.0% | -24.0% | +122.0% | +96.4% |
| All | +140.2% | +341.6% | -201.4% | +53.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling