+107.1%
NI vs WST
-2.2%
+109.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.8% |
| 7D | -0.9% | -3.1% | +2.2% | -0.7% |
| 30D | +9.6% | +9.1% | +0.5% | +8.9% |
| 3M | +2.5% | +14.7% | -12.2% | +1.3% |
| 6M | -5.8% | +28.0% | -33.8% | -7.7% |
| YTD | +8.6% | +45.6% | -37.1% | +5.0% |
| 1Y | +6.0% | +45.7% | -39.7% | +2.5% |
| 3Y | +91.0% | +21.1% | +69.9% | +81.9% |
| All | +107.1% | -2.2% | +109.2% | +96.5% |
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