-15.1%
WST vs ALM
+2,118.4%
-2,133.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +0.7% | -2.6% | +3.3% | +0.8% |
| 30D | -3.1% | +32.0% | -35.2% | -3.6% |
| 3M | +7.2% | -15.0% | +22.2% | +7.2% |
| 6M | +36.8% | -10.1% | +46.9% | +36.4% |
| YTD | +23.8% | +99.4% | -75.6% | +21.9% |
| 1Y | +37.8% | +316.4% | -278.6% | +33.5% |
| All | -15.1% | +2,118.4% | -2,133.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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