+96.4%
NI vs WST
-25.8%
+122.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | -1.7% | -4.6% | +2.9% | -1.3% |
| 3M | -8.0% | +5.7% | -13.7% | -8.4% |
| 6M | -8.6% | +37.6% | -46.2% | -11.0% |
| YTD | +2.3% | +23.0% | -20.7% | +0.4% |
| 1Y | +6.9% | +33.8% | -26.9% | +4.1% |
| 3Y | +70.6% | -13.4% | +83.9% | +69.2% |
| 5Y | +96.4% | -27.0% | +123.3% | +83.8% |
| All | +96.4% | -25.8% | +122.1% | +83.8% |
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 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