-53.2%
S vs WST
-4.3%
-49.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -7.7% | +0.7% | -8.4% | -8.0% |
| 30D | -5.3% | -3.1% | -2.2% | -4.3% |
| 3M | +20.3% | +7.2% | +13.1% | +16.6% |
| 6M | +47.4% | +36.8% | +10.6% | +28.9% |
| YTD | +32.5% | +23.8% | +8.7% | +20.1% |
| 1Y | +9.5% | +37.8% | -28.2% | -5.7% |
| 3Y | +15.5% | -15.9% | +31.4% | +14.2% |
| 5Y | -71.2% | -25.8% | -45.4% | -66.5% |
| All | -53.2% | -4.3% | -49.0% | -49.1% |
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