+11.1%
S vs WST
-15.6%
+26.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -7.7% | +0.7% | -8.4% | -7.8% |
| 30D | -5.3% | -3.1% | -2.2% | -4.9% |
| 3M | +20.3% | +7.2% | +13.1% | +18.8% |
| 6M | +47.4% | +36.8% | +10.6% | +39.8% |
| YTD | +32.5% | +23.8% | +8.7% | +27.4% |
| 1Y | +9.5% | +37.8% | -28.2% | +3.4% |
| All | +11.1% | -15.6% | +26.8% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling