-70.8%
OPEN vs WST
+63.0%
-133.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | -16.2% | -3.1% | -13.1% | -14.8% |
| 3M | -36.4% | +7.2% | -43.6% | -38.8% |
| 6M | -35.5% | +36.8% | -72.3% | -46.1% |
| YTD | -46.0% | +23.8% | -69.8% | -52.7% |
| 1Y | -47.1% | +37.8% | -84.9% | -56.2% |
| 3Y | -19.0% | -15.9% | -3.1% | -20.5% |
| 5Y | -83.6% | -25.8% | -57.8% | -83.5% |
| All | -70.8% | +63.0% | -133.9% | -80.3% |
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