+237.3%
P vs WST
-7.2%
+244.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.0% | -12.4% | -15.6% |
| 7D | -31.9% | -5.8% | -26.1% | -31.0% |
| 30D | -36.5% | +5.3% | -41.8% | -37.0% |
| 3M | +11.6% | +11.8% | -0.2% | +9.3% |
| 6M | +25.2% | +26.7% | -1.5% | +19.3% |
| YTD | +39.4% | +43.0% | -3.5% | +29.1% |
| 1Y | -3.7% | +38.9% | -42.5% | -10.6% |
| 3Y | +167.3% | +18.2% | +149.1% | +139.2% |
| 5Y | +237.3% | -1.5% | +238.8% | +235.9% |
| All | +237.3% | -7.2% | +244.6% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling