+42.1%
RF vs WST
-0.1%
+42.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.5% |
| 30D | +6.0% | +9.1% | -3.1% | +4.7% |
| 3M | -8.9% | +14.7% | -23.6% | -10.7% |
| 6M | +2.3% | +28.0% | -25.7% | -1.5% |
| YTD | +7.6% | +45.6% | -38.1% | +1.3% |
| 1Y | +21.2% | +45.7% | -24.5% | +14.0% |
| 3Y | +108.5% | +21.1% | +87.4% | +92.2% |
| All | +42.1% | -0.1% | +42.3% | +22.4% |
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 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