+163.6%
W vs WST
+711.8%
-548.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -4.2% | +0.7% | -4.9% | -4.6% |
| 30D | -7.6% | -3.1% | -4.4% | -6.0% |
| 3M | +37.2% | +7.2% | +30.0% | +32.0% |
| 6M | +26.3% | +36.8% | -10.5% | +5.6% |
| YTD | -1.0% | +23.8% | -24.8% | -13.1% |
| 1Y | +20.1% | +37.8% | -17.7% | -1.7% |
| 3Y | +37.8% | -15.9% | +53.7% | +30.4% |
| 5Y | -63.7% | -25.8% | -37.8% | -64.1% |
| 10Y | +156.3% | +319.6% | -163.3% | -7.0% |
| All | +163.6% | +711.8% | -548.2% | -18.7% |
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