+151.8%
TER vs WST
+19.1%
+132.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | -20.5% | -3.1% | -17.4% | -20.0% |
| 30D | -47.0% | +9.1% | -56.1% | -47.6% |
| 3M | -43.3% | +14.7% | -58.0% | -44.4% |
| 6M | -42.9% | +28.0% | -70.9% | -45.0% |
| YTD | +12.9% | +45.6% | -32.8% | +6.3% |
| 1Y | +18.2% | +45.7% | -27.5% | +11.3% |
| 3Y | +151.8% | +21.1% | +130.7% | +118.8% |
| All | +151.8% | +19.1% | +132.7% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling