+14,518.0%
WST vs COO
+5,356.1%
+9,161.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | -3.1% | +4.7% | -7.8% | -3.5% |
| 30D | +9.1% | +13.9% | -4.8% | +7.9% |
| 3M | +14.7% | -14.9% | +29.6% | +16.0% |
| 6M | +28.0% | +2.0% | +26.0% | +27.5% |
| YTD | +45.6% | -23.9% | +69.6% | +48.6% |
| 1Y | +45.7% | -9.6% | +55.3% | +46.5% |
| 3Y | +21.1% | -25.4% | +46.5% | +23.1% |
| 5Y | +0.3% | -41.2% | +41.5% | +3.9% |
| 10Y | +449.0% | +42.1% | +407.0% | +438.0% |
| All | +14,518.0% | +5,356.1% | +9,161.9% | +12,466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling