+177.1%
W vs WST
+23.3%
+153.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -7.4% | +1.1% | -8.5% | -7.6% |
| 30D | +7.8% | +12.4% | -4.6% | +5.1% |
| 3M | +10.9% | +17.6% | -6.7% | +7.0% |
| 6M | +86.4% | +28.3% | +58.2% | +76.4% |
| YTD | +14.0% | +50.5% | -36.5% | +3.7% |
| 1Y | +3.5% | +49.4% | -45.9% | -5.7% |
| All | +177.1% | +23.3% | +153.8% | +111.4% |
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