-87.4%
OPEN vs WST
+98.0%
-185.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -31.1% | +1.0% | -32.1% | -31.5% |
| 30D | -34.7% | +12.3% | -47.0% | -38.6% |
| 3M | -61.9% | +17.5% | -79.4% | -65.2% |
| 6M | -71.9% | +28.2% | -100.0% | -75.5% |
| YTD | -76.6% | +50.4% | -127.0% | -81.6% |
| 1Y | -83.9% | +49.3% | -133.2% | -87.3% |
| 3Y | -34.4% | +21.8% | -56.2% | -50.8% |
| 5Y | -93.9% | +0.3% | -94.3% | -94.9% |
| All | -87.4% | +98.0% | -185.3% | -92.3% |
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 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