+77.6%
V vs WST
+19.1%
+58.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +2.2% | -3.1% | +5.3% | +2.4% |
| 30D | +13.6% | +9.1% | +4.5% | +12.9% |
| 3M | +14.3% | +14.7% | -0.4% | +13.2% |
| 6M | +33.1% | +28.0% | +5.1% | +30.9% |
| YTD | +21.2% | +45.6% | -24.4% | +18.0% |
| 1Y | +26.4% | +45.7% | -19.2% | +23.0% |
| 3Y | +77.6% | +21.1% | +56.5% | +66.5% |
| All | +77.6% | +19.1% | +58.5% | +66.5% |
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