+34.8%
SOLS vs WST
+52.5%
-17.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +5.3% | +1.4% | +3.9% | +5.2% |
| 30D | +6.0% | +12.7% | -6.7% | +5.5% |
| 3M | +7.9% | +17.2% | -9.2% | +7.4% |
| 6M | -16.7% | +26.7% | -43.4% | -17.1% |
| YTD | +34.3% | +50.3% | -16.0% | +28.9% |
| 1Y | +38.2% | +50.2% | -12.0% | +31.8% |
| All | +34.8% | +52.5% | -17.8% | +28.7% |
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