+50.2%
WST vs ALC
+0.5%
+49.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +1.4% | +2.3% | -1.0% | +0.8% |
| 30D | +12.7% | +15.5% | -2.8% | +8.9% |
| 3M | +17.2% | +0.6% | +16.6% | +16.6% |
| 6M | +26.7% | +18.4% | +8.3% | +21.4% |
| YTD | +50.3% | -5.6% | +55.9% | +52.8% |
| 1Y | +50.2% | 0.0% | +50.2% | +46.7% |
| All | +50.2% | +0.5% | +49.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling