+449.6%
P vs WST
+646.5%
-196.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.0% | -12.4% | -15.1% |
| 7D | -31.9% | -5.8% | -26.1% | -30.4% |
| 30D | -36.5% | +5.3% | -41.8% | -37.5% |
| 3M | +11.6% | +11.8% | -0.2% | +7.6% |
| 6M | +25.2% | +26.7% | -1.5% | +15.2% |
| YTD | +39.4% | +43.0% | -3.5% | +22.5% |
| 1Y | -3.7% | +38.9% | -42.5% | -15.1% |
| 3Y | +167.3% | +18.2% | +149.1% | +122.0% |
| 5Y | +237.3% | -1.5% | +238.8% | +199.4% |
| 10Y | +698.6% | +439.0% | +259.7% | +175.3% |
| All | +449.6% | +646.5% | -196.8% | +76.4% |
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