+42.9%
WST vs USFR
+4.1%
+38.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +2.8% |
| 30D | +8.5% | +0.4% | +8.1% | +14.8% |
| 3M | +17.2% | +1.1% | +16.2% | +39.3% |
| 6M | +36.3% | +2.0% | +34.2% | +88.9% |
| YTD | +48.9% | +3.4% | +45.6% | +136.1% |
| 1Y | +42.9% | +4.1% | +38.8% | +129.8% |
| All | +42.9% | +4.1% | +38.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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