+42.9%
WST vs COO
-7.7%
+50.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -0.7% |
| 7D | +1.3% | +8.4% | -7.2% | -0.4% |
| 30D | +8.5% | +13.5% | -5.0% | +5.6% |
| 3M | +17.2% | -13.8% | +31.0% | +22.8% |
| 6M | +36.3% | +4.7% | +31.6% | +33.5% |
| YTD | +48.9% | -21.4% | +70.3% | +69.3% |
| 1Y | +42.9% | -6.7% | +49.7% | +45.8% |
| All | +42.9% | -7.7% | +50.6% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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