+1,595.7%
WST vs FIVE
+822.5%
+773.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | +9.1% | +17.7% | -8.6% | +6.5% |
| 3M | +14.7% | +4.0% | +10.7% | +13.7% |
| 6M | +28.0% | +2.6% | +25.4% | +26.6% |
| YTD | +45.6% | +27.6% | +18.1% | +39.0% |
| 1Y | +45.7% | +59.9% | -14.3% | +34.3% |
| 3Y | +21.1% | +35.8% | -14.7% | +9.8% |
| 5Y | +0.3% | +14.4% | -14.1% | -8.7% |
| 10Y | +449.0% | +576.1% | -127.1% | +286.9% |
| All | +1,595.7% | +822.5% | +773.3% | +1,059.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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