-71.6%
OPEN vs WST
+61.9%
-133.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -11.9% | -4.6% | -7.3% | -9.8% |
| 3M | -28.8% | +5.7% | -34.5% | -31.0% |
| 6M | -38.6% | +37.6% | -76.2% | -48.9% |
| YTD | -47.3% | +23.0% | -70.4% | -53.7% |
| 1Y | -49.2% | +33.8% | -83.0% | -57.2% |
| 3Y | -18.8% | -13.4% | -5.4% | -22.6% |
| 5Y | -83.6% | -27.0% | -56.7% | -83.4% |
| All | -71.6% | +61.9% | -133.5% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling