+5,241.4%
O vs WST
+8,895.6%
-3,654.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.2% |
| 7D | +3.7% | -3.1% | +6.8% | +4.5% |
| 30D | +11.2% | +9.1% | +2.1% | +8.8% |
| 3M | -4.0% | +14.7% | -18.7% | -7.3% |
| 6M | -5.2% | +28.0% | -33.2% | -11.3% |
| YTD | +9.5% | +45.6% | -36.2% | -1.5% |
| 1Y | +10.6% | +45.7% | -35.1% | -0.7% |
| 3Y | +38.1% | +21.1% | +17.0% | +20.3% |
| 5Y | +10.2% | +0.3% | +9.9% | -1.8% |
| 10Y | +71.4% | +449.0% | -377.6% | -16.7% |
| All | +5,241.4% | +8,895.6% | -3,654.3% | +1,174.5% |
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 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