+53.4%
T vs WST
-0.1%
+53.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -0.9% |
| 7D | +1.0% | -3.1% | +4.1% | +1.1% |
| 30D | -10.6% | +9.1% | -19.7% | -10.8% |
| 3M | -7.7% | +14.7% | -22.4% | -8.1% |
| 6M | -13.3% | +28.0% | -41.3% | -14.0% |
| YTD | -8.8% | +45.6% | -54.4% | -9.8% |
| 1Y | -8.4% | +45.7% | -54.1% | -9.5% |
| 3Y | +59.6% | +21.1% | +38.6% | +56.1% |
| All | +53.4% | -0.1% | +53.6% | +39.8% |
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