+485.4%
P vs WST
+546.6%
-61.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +18.8% | -3.1% | +22.0% | +20.0% |
| 3M | +26.7% | +7.2% | +19.5% | +23.4% |
| 6M | +62.2% | +36.8% | +25.4% | +44.6% |
| YTD | +48.5% | +23.8% | +24.7% | +36.6% |
| 1Y | +26.4% | +37.8% | -11.4% | +11.1% |
| 3Y | +159.4% | -15.9% | +175.3% | +149.1% |
| 5Y | +275.8% | -25.8% | +301.6% | +277.2% |
| 10Y | +732.0% | +319.6% | +412.4% | +213.2% |
| All | +485.4% | +546.6% | -61.2% | +96.7% |
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 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