+5,059.0%
NI vs WST
+12,330.1%
-7,271.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +2.0% | +0.7% | +1.3% | +1.9% |
| 30D | -3.5% | -3.1% | -0.4% | -3.0% |
| 3M | -9.1% | +7.2% | -16.3% | -10.4% |
| 6M | -11.8% | +36.8% | -48.7% | -17.0% |
| YTD | +1.1% | +23.8% | -22.8% | -3.3% |
| 1Y | +6.7% | +37.8% | -31.1% | -0.2% |
| 3Y | +71.1% | -15.9% | +87.0% | +67.1% |
| 5Y | +94.3% | -25.8% | +120.1% | +90.1% |
| 10Y | +135.8% | +319.6% | -183.8% | +55.6% |
| All | +5,059.0% | +12,330.1% | -7,271.2% | +1,968.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling