-67.5%
S vs WST
+1.5%
-69.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.2% | +1.1% | +0.2% | +1.0% |
| 30D | -7.3% | +12.4% | -19.7% | -11.1% |
| 3M | +5.9% | +17.6% | -11.7% | -0.1% |
| 6M | +45.6% | +28.3% | +17.4% | +32.6% |
| YTD | +58.5% | +50.5% | +8.0% | +34.6% |
| 1Y | +37.6% | +49.4% | -11.8% | +17.0% |
| 3Y | +51.7% | +21.9% | +29.8% | +22.2% |
| 5Y | -67.5% | +0.4% | -67.9% | -68.2% |
| All | -67.5% | +1.5% | -69.0% | -68.2% |
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 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