+40.2%
O vs WST
+22.8%
+17.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.4% | +4.9% | -5.3% | -0.5% |
| 30D | +8.3% | +10.7% | -2.4% | +8.0% |
| 3M | -4.0% | +16.8% | -20.8% | -4.4% |
| 6M | -2.6% | +32.0% | -34.6% | -3.4% |
| YTD | +9.9% | +49.9% | -40.0% | +8.7% |
| 1Y | +9.8% | +50.6% | -40.8% | +8.6% |
| All | +40.2% | +22.8% | +17.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling