+200.5%
P vs WST
+24.3%
+176.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.2% | -2.0% |
| 7D | +11.6% | +4.2% | +7.4% | +11.2% |
| 30D | -23.7% | +11.2% | -34.9% | -24.2% |
| 3M | -8.0% | +20.4% | -28.3% | -9.2% |
| 6M | +27.9% | +37.9% | -10.0% | +24.6% |
| YTD | +61.2% | +51.8% | +9.4% | +54.8% |
| 1Y | +28.6% | +56.6% | -28.0% | +23.1% |
| 3Y | +200.5% | +24.2% | +176.3% | +175.9% |
| All | +200.5% | +24.3% | +176.1% | +175.9% |
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