+8,410.9%
TER vs WST
+14,250.0%
-5,839.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.3% | -13.4% |
| 7D | -28.2% | -5.8% | -22.4% | -25.9% |
| 30D | -50.6% | +5.3% | -55.9% | -51.7% |
| 3M | -45.3% | +11.8% | -57.2% | -48.3% |
| 6M | -40.4% | +26.7% | -67.1% | -47.0% |
| YTD | +10.0% | +43.0% | -32.9% | -8.3% |
| 1Y | +13.6% | +38.9% | -25.2% | -4.2% |
| 3Y | +145.2% | +18.2% | +127.1% | +92.1% |
| 5Y | +50.4% | -1.5% | +51.9% | +25.5% |
| 10Y | +882.9% | +439.0% | +444.0% | +219.1% |
| All | +8,410.9% | +14,250.0% | -5,839.1% | +496.7% |
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