+14,183.4%
TER vs WST
+12,330.1%
+1,853.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -8.3% | -3.1% | -5.1% | -7.0% |
| 3M | -12.2% | +7.2% | -19.4% | -15.3% |
| 6M | +17.1% | +36.8% | -19.7% | +0.3% |
| YTD | +84.7% | +23.8% | +60.8% | +64.9% |
| 1Y | +199.9% | +37.8% | +162.2% | +153.0% |
| 3Y | +232.8% | -15.9% | +248.7% | +209.6% |
| 5Y | +198.6% | -25.8% | +224.4% | +186.7% |
| 10Y | +1,669.7% | +319.6% | +1,350.1% | +548.8% |
| All | +14,183.4% | +12,330.1% | +1,853.3% | +973.3% |
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