-15.1%
WST vs ALC
-13.3%
-1.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | +0.7% | -2.1% | +2.8% | +1.3% |
| 30D | -3.1% | -0.1% | -3.0% | -3.2% |
| 3M | +7.2% | +5.9% | +1.3% | +5.3% |
| 6M | +36.8% | -15.9% | +52.7% | +43.4% |
| YTD | +23.8% | -10.1% | +34.0% | +27.0% |
| 1Y | +37.8% | -10.2% | +48.0% | +41.2% |
| All | -15.1% | -13.3% | -1.7% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling