+12,330.1%
WST vs COO
+5,988.7%
+6,341.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +0.7% | -2.2% | +3.0% | +0.9% |
| 30D | -3.1% | -7.0% | +3.9% | -2.6% |
| 3M | +7.2% | +12.2% | -5.0% | +6.1% |
| 6M | +36.8% | -15.1% | +51.9% | +38.5% |
| YTD | +23.8% | -15.1% | +38.9% | +25.4% |
| 1Y | +37.8% | +2.3% | +35.4% | +37.4% |
| 3Y | -15.9% | -23.7% | +7.8% | -14.5% |
| 5Y | -25.8% | -38.9% | +13.1% | -23.4% |
| 10Y | +319.6% | +49.9% | +269.7% | +309.6% |
| All | +12,330.1% | +5,988.7% | +6,341.4% | +10,510.4% |
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 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