-39.0%
U vs WST
+25.2%
-64.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -3.8% | +0.7% | -4.6% | -4.1% |
| 30D | +17.5% | -3.1% | +20.6% | +19.0% |
| 3M | +38.7% | +7.2% | +31.5% | +34.4% |
| 6M | +104.4% | +36.8% | +67.6% | +75.6% |
| YTD | -5.7% | +23.8% | -29.5% | -15.6% |
| 1Y | +3.7% | +37.8% | -34.1% | -12.4% |
| 3Y | +12.3% | -15.9% | +28.2% | +9.3% |
| 5Y | -68.8% | -25.8% | -43.0% | -68.4% |
| All | -39.0% | +25.2% | -64.3% | -58.8% |
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