-39.2%
OPEN vs WST
+22.8%
-62.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.1% | -9.4% |
| 7D | -31.0% | +4.9% | -35.9% | -31.9% |
| 30D | -41.5% | +10.7% | -52.2% | -43.0% |
| 3M | -64.6% | +16.8% | -81.4% | -66.1% |
| 6M | -73.8% | +32.0% | -105.7% | -75.7% |
| YTD | -78.8% | +49.9% | -128.7% | -81.1% |
| 1Y | -86.8% | +50.6% | -137.5% | -88.3% |
| All | -39.2% | +22.8% | -62.0% | -55.8% |
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