+1,921.9%
NXPI vs WST
+2,420.6%
-498.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.8% |
| 7D | -4.4% | -3.1% | -1.3% | -3.0% |
| 30D | +5.6% | +9.1% | -3.5% | +1.9% |
| 3M | +7.6% | +14.7% | -7.1% | +1.5% |
| 6M | -17.6% | +28.0% | -45.6% | -26.3% |
| YTD | +15.9% | +45.6% | -29.8% | -2.6% |
| 1Y | +22.4% | +45.7% | -23.3% | +2.8% |
| 3Y | +43.2% | +21.1% | +22.2% | +14.2% |
| 5Y | +21.4% | +0.3% | +21.1% | +3.1% |
| 10Y | +186.8% | +449.0% | -262.2% | -24.4% |
| All | +1,921.9% | +2,420.6% | -498.6% | +19.2% |
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