+26.7%
Q vs WST
+13.7%
+13.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -11.1% | -3.1% | -8.0% | -10.1% |
| 3M | -22.1% | +7.2% | -29.3% | -24.7% |
| 6M | +0.5% | +36.8% | -36.3% | -15.6% |
| YTD | +47.8% | +23.8% | +24.0% | +27.4% |
| All | +26.7% | +13.7% | +13.1% | +13.2% |
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