+1,440.4%
RF vs WST
+14,846.0%
-13,405.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | +7.2% | +8.5% | -1.3% | +4.4% |
| 3M | -8.2% | +17.2% | -25.4% | -13.1% |
| 6M | +7.0% | +36.3% | -29.2% | -4.0% |
| YTD | +10.3% | +48.9% | -38.6% | -4.7% |
| 1Y | +25.1% | +42.9% | -17.8% | +9.4% |
| 3Y | +110.3% | +23.1% | +87.2% | +74.9% |
| 5Y | +47.1% | -4.4% | +51.5% | +28.9% |
| 10Y | +297.9% | +461.3% | -163.4% | +57.2% |
| All | +1,440.4% | +14,846.0% | -13,405.5% | +155.4% |
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