+1,579.9%
T vs WST
+14,518.0%
-12,938.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.2% |
| 7D | +1.0% | -3.1% | +4.1% | +1.5% |
| 30D | -10.6% | +9.1% | -19.7% | -11.8% |
| 3M | -7.7% | +14.7% | -22.4% | -9.8% |
| 6M | -13.3% | +28.0% | -41.3% | -16.9% |
| YTD | -8.8% | +45.6% | -54.4% | -14.7% |
| 1Y | -8.4% | +45.7% | -54.1% | -14.4% |
| 3Y | +59.6% | +21.1% | +38.6% | +46.4% |
| 5Y | +52.1% | +0.3% | +51.8% | +41.1% |
| 10Y | +56.9% | +449.0% | -392.2% | -0.7% |
| All | +1,579.9% | +14,518.0% | -12,938.1% | +507.2% |
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 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