-87.0%
OPEN vs WST
+91.7%
-178.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.9% | -23.7% | -22.8% |
| 7D | -22.2% | -3.1% | -19.1% | -21.0% |
| 30D | -38.3% | +9.1% | -47.4% | -41.1% |
| 3M | -59.4% | +14.7% | -74.1% | -62.4% |
| 6M | -74.4% | +28.0% | -102.4% | -77.7% |
| YTD | -76.0% | +45.6% | -121.6% | -80.8% |
| 1Y | -78.7% | +45.7% | -124.3% | -82.9% |
| 3Y | -30.0% | +21.1% | -51.1% | -47.8% |
| 5Y | -93.7% | +0.3% | -94.1% | -94.7% |
| All | -87.0% | +91.7% | -178.7% | -92.0% |
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