+1,872.1%
T vs WST
+12,330.1%
-10,458.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +11.4% | -3.1% | +14.5% | +11.9% |
| 3M | +14.3% | +7.2% | +7.1% | +12.8% |
| 6M | -9.3% | +36.8% | -46.1% | -14.1% |
| YTD | +7.1% | +23.8% | -16.7% | +2.8% |
| 1Y | -9.1% | +37.8% | -46.9% | -14.6% |
| 3Y | +105.3% | -15.9% | +121.2% | +100.6% |
| 5Y | +66.8% | -25.8% | +92.6% | +63.1% |
| 10Y | +66.8% | +319.6% | -252.8% | +10.6% |
| All | +1,872.1% | +12,330.1% | -10,458.0% | +631.6% |
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