+72.6%
WST vs ADVB
-97.5%
+170.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.9% |
| 7D | -3.1% | -13.9% | +10.8% | -3.1% |
| 30D | +9.1% | -68.1% | +77.2% | +9.1% |
| 3M | +14.7% | -73.4% | +88.1% | +14.7% |
| 6M | +28.0% | -70.8% | +98.8% | +26.5% |
| YTD | +45.6% | -66.1% | +111.7% | +42.4% |
| 1Y | +45.7% | -77.5% | +123.2% | +43.2% |
| All | +72.6% | -97.5% | +170.1% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling