-25.4%
WST vs ALC
-16.0%
-9.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.2% |
| 7D | +0.7% | -2.1% | +2.8% | +1.7% |
| 30D | -3.1% | -0.1% | -3.0% | -3.2% |
| 3M | +7.2% | +5.9% | +1.3% | +4.1% |
| 6M | +36.8% | -15.9% | +52.7% | +46.7% |
| YTD | +23.8% | -10.1% | +34.0% | +28.4% |
| 1Y | +37.8% | -10.2% | +48.0% | +42.6% |
| 3Y | -15.9% | -13.6% | -2.3% | -15.2% |
| All | -25.4% | -16.0% | -9.4% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling