+36.3%
S vs WST
+52.5%
-16.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | -10.8% | +12.7% | -23.5% | -12.9% |
| 3M | +5.4% | +17.2% | -11.8% | +2.0% |
| 6M | +41.2% | +26.7% | +14.6% | +34.5% |
| YTD | +56.2% | +50.3% | +5.9% | +37.8% |
| 1Y | +36.3% | +50.2% | -13.9% | +20.4% |
| All | +36.3% | +52.5% | -16.2% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling