+49.4%
WST vs COO
-11.7%
+61.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | +12.4% | +13.3% | -0.9% | +9.4% |
| 3M | +17.6% | -18.1% | +35.7% | +25.1% |
| 6M | +28.3% | +6.7% | +21.6% | +24.0% |
| YTD | +50.5% | -23.2% | +73.7% | +72.3% |
| 1Y | +49.4% | -12.3% | +61.7% | +59.4% |
| All | +49.4% | -11.7% | +61.1% | +59.4% |
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