+147.7%
P vs WST
-15.6%
+163.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +6.5% | +0.7% | +5.8% | +6.5% |
| 30D | +18.8% | -3.1% | +22.0% | +19.1% |
| 3M | +26.7% | +7.2% | +19.5% | +25.8% |
| 6M | +62.2% | +36.8% | +25.4% | +57.0% |
| YTD | +48.5% | +23.8% | +24.7% | +44.4% |
| 1Y | +26.4% | +37.8% | -11.4% | +21.8% |
| All | +147.7% | -15.6% | +163.4% | +145.7% |
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 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