+192.3%
NI vs WST
+452.5%
-260.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | +11.2% | +12.3% | -1.1% | +9.5% |
| 3M | +9.2% | +17.5% | -8.3% | +6.7% |
| 6M | -1.8% | +28.2% | -30.0% | -5.3% |
| YTD | +12.0% | +50.4% | -38.4% | +5.3% |
| 1Y | +6.4% | +49.3% | -42.8% | +0.2% |
| 3Y | +99.4% | +21.8% | +77.6% | +85.2% |
| 5Y | +113.1% | +0.3% | +112.8% | +101.7% |
| 10Y | +192.3% | +451.2% | -258.9% | +78.8% |
| All | +192.3% | +452.5% | -260.2% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling