+5,387.7%
O vs WST
+7,549.2%
-2,161.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.7% | +0.7% | -1.5% | -0.9% |
| 30D | -1.9% | -3.1% | +1.3% | -1.1% |
| 3M | +3.8% | +7.2% | -3.4% | +1.8% |
| 6M | -4.7% | +36.8% | -41.6% | -12.6% |
| YTD | +12.5% | +23.8% | -11.4% | +5.4% |
| 1Y | +10.8% | +37.8% | -26.9% | +0.6% |
| 3Y | +28.8% | -15.9% | +44.7% | +24.0% |
| 5Y | +13.2% | -25.8% | +39.0% | +9.6% |
| 10Y | +53.5% | +319.6% | -266.1% | -19.6% |
| All | +5,387.7% | +7,549.2% | -2,161.5% | +1,265.0% |
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