+33.8%
WST vs COO
-2.5%
+36.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.3% |
| 7D | -0.3% | -2.3% | +2.0% | +0.5% |
| 30D | -4.6% | -8.8% | +4.2% | -1.7% |
| 3M | +5.7% | +1.3% | +4.4% | +5.1% |
| 6M | +37.6% | -11.6% | +49.1% | +46.3% |
| YTD | +23.0% | -17.4% | +40.5% | +35.0% |
| 1Y | +33.8% | -1.6% | +35.4% | +38.2% |
| All | +33.8% | -2.5% | +36.3% | +38.2% |
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