+458.6%
WST vs ARWR
+1,024.2%
-565.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +4.2% | -17.8% | +22.1% | +6.0% |
| 30D | +11.2% | -18.1% | +29.4% | +13.2% |
| 3M | +20.4% | -44.2% | +64.5% | +26.9% |
| 6M | +37.9% | -38.6% | +76.5% | +43.3% |
| YTD | +51.8% | -28.0% | +79.8% | +54.6% |
| 1Y | +56.6% | +16.1% | +40.5% | +51.1% |
| 3Y | +24.2% | +84.0% | -59.8% | +9.2% |
| 5Y | +0.7% | -35.4% | +36.0% | -5.8% |
| All | +458.6% | +1,024.2% | -565.6% | +322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling