-24.7%
U vs WST
+47.3%
-72.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.7% |
| 7D | +36.6% | -3.1% | +39.7% | +38.0% |
| 30D | +13.3% | +9.1% | +4.2% | +8.8% |
| 3M | +26.2% | +14.7% | +11.5% | +18.4% |
| 6M | +88.7% | +28.0% | +60.7% | +68.4% |
| YTD | +16.6% | +45.6% | -29.1% | -3.1% |
| 1Y | +29.0% | +45.7% | -16.7% | +7.0% |
| 3Y | +99.5% | +21.1% | +78.4% | +50.7% |
| 5Y | -66.1% | +0.3% | -66.4% | -71.0% |
| All | -24.7% | +47.3% | -72.0% | -52.8% |
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 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