+23.4%
REGN vs WST
-23.9%
+47.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | +1.8% | -7.4% | -5.8% |
| 30D | -2.0% | -1.7% | -0.2% | -1.7% |
| 3M | +28.0% | +4.9% | +23.1% | +27.1% |
| 6M | +1.2% | +45.5% | -44.4% | -4.0% |
| YTD | +1.6% | +26.1% | -24.5% | -1.9% |
| 1Y | +38.2% | +31.7% | +6.6% | +32.4% |
| 3Y | -5.4% | -12.1% | +6.7% | -6.9% |
| All | +23.4% | -23.9% | +47.3% | +30.0% |
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