+1,514.2%
RF vs WST
+12,330.1%
-10,815.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -3.6% | -3.1% | -0.5% | -2.6% |
| 3M | +8.1% | +7.2% | +0.9% | +5.3% |
| 6M | +11.5% | +36.8% | -25.3% | -0.5% |
| YTD | +15.6% | +23.8% | -8.3% | +6.3% |
| 1Y | +15.7% | +37.8% | -22.1% | +1.8% |
| 3Y | +86.9% | -15.9% | +102.8% | +77.9% |
| 5Y | +89.8% | -25.8% | +115.6% | +81.4% |
| 10Y | +344.7% | +319.6% | +25.1% | +95.0% |
| All | +1,514.2% | +12,330.1% | -10,815.9% | +184.9% |
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