-4.4%
ON vs WST
+19.1%
-23.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -11.7% | -3.1% | -8.6% | -11.0% |
| 30D | -23.3% | +9.1% | -32.4% | -24.5% |
| 3M | -19.2% | +14.7% | -33.9% | -21.2% |
| 6M | -40.1% | +28.0% | -68.1% | -43.1% |
| YTD | +16.9% | +45.6% | -28.7% | +8.0% |
| 1Y | +29.7% | +45.7% | -15.9% | +19.8% |
| 3Y | -4.4% | +21.1% | -25.5% | -18.2% |
| All | -4.4% | +19.1% | -23.5% | -18.2% |
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 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