+163.8%
ON vs WST
+9,062.6%
-8,898.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.4% |
| 7D | -11.7% | -3.1% | -8.6% | -10.2% |
| 30D | -23.3% | +9.1% | -32.4% | -26.3% |
| 3M | -19.2% | +14.7% | -33.9% | -24.4% |
| 6M | -40.1% | +28.0% | -68.1% | -47.4% |
| YTD | +16.9% | +45.6% | -28.7% | -3.8% |
| 1Y | +29.7% | +45.7% | -15.9% | +6.7% |
| 3Y | -4.4% | +21.1% | -25.5% | -25.9% |
| 5Y | +7.1% | +0.3% | +6.7% | -10.3% |
| 10Y | +447.2% | +449.0% | -1.8% | +68.1% |
| All | +163.8% | +9,062.6% | -8,898.8% | -86.3% |
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